Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Awakening a JI-ant?
Recent policy changes in Russia may finally pave the way for effectivejoint-implementation (JI) projects. Roderick Bruce discovers Russia’scarbon credit potential
Software survey 2008
Energy Risk’s 2008 software survey reveals which systems people prefer, and what advances they want to see next. By Stella Farrington and Andrew Holt
Swing contracts part 2: risks and hedging
John Breslin, Les Clewlow, Chris Strickland and Daniel van der Zee ofLacima Group continue their Masterclass series with a further look atswing contracts. Here they discuss risk and hedging techniques for swingcontracts with take-or-pay, make-up and…
Swing contracts part 2: risks and hedging
John Breslin, Les Clewlow, Chris Strickland and Daniel van der Zee ofLacima Group continue their Masterclass series with a further look atswing contracts. Here they discuss risk and hedging techniques for swingcontracts with take-or-pay, make-up and…
Legal spotlight
The implications of Basel II on UK financial institutions have been far-reaching. Benedict James and Lisa Murray of law firm Linklaters look at banking books in the loans market
Market graphic - European high-yield default rate
Although the markets are pricing in a jump in this year's European speculative-grade default rate to 7.5%, JPMorgan Credit Research predict a more modest rise of 2.5%
Deals of the month
Unicredito Italiano and Dexia Group
Profile: Piero Bassu
The head of credit risk at UK mortgage lender Platform talks to Dippy Singh about portfolio consolidation and avoiding knee-jerk reactions to the credit crisis
After the storm
The structured credit market has been battered by recent events, with investors retreating to the high ground. But now that signs of calm are returning, what kinds of structures can investors look forward to? Hardeep Dhillon reports
Talking point - New securitisation markets
On the back of news that Japan is to securitise public sector receivables for the first time, we ask market participants about where they see development in new securitisation markets in 2008
Q&A: Samir Pandiri
Evaluating structured credit deals in the current environment is a challenge. The head of international corporate trust at Bank of New York Mellon talks diversity, independence and standardisation
Back to basics
We take you back to the credit basics to review everything you thought you already knew but were too afraid to ask... Teresa Callaghan, at credit management firm Transcom, looks at the debt sale market
CPDCs aim to lure structured credit-shy investors back to market
Credit derivative product companies, which offer counterparty protection against credit defaults, are looking to take advantage of wider CDS spreads to generate new business
Liquidity survey
Dollar investment grade
The end of the monoline?
Fears that monoline bond insurers would lose their triple-A ratings rocked global capital markets in February. As bankers, regulators and industry chiefs gawp at the cracks in the insurers' foundations, Daniel Andrews investigates where it all went wrong…
Banks slam structured finance accounting change
A revision in the way UK banks have to account for structured credit exposure has caused ripples in the market - at a time when financial institutions are crying out for a period of stability