Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
German finance minister calls for Basel III
NEWS IN BRIEF
Bad luck, bad timing and bad bets ..
Extreme levels of volatility and parched liquidity have shaken up the global hedge fund industry. Nikki Marmery reports on the winners and losers in the summer's relentless ride
Rising borrowing costs for small businesses fuel fears of market-led recession
Banks feeling the pinch of the liquidity freeze are hiking borrowing costs for SMEs in the UK, with potentially damaging effects for the wider economy, warns the Federation of Small Businesses
Comcast
With the global primary markets almost grinding to a halt, this month we focus on a single deal: the $3 billion dual-tranche bond from US cable operator Comcast
Putting a price on subprime assets
Structured credit investors nursing losses from subprime-infected assets want better valuation models for illiquid securities such as MBS. But as Stewart Eisenhart reports, such solutions will be tricky to design and costly to implement
The psychology of it all
The events of the summer have ravaged investor confidence in high yield and leveraged loans. Tim Hall at Calyon looks at the effect of the credit meltdown on three constituencies of the market: investors, issuers and underwriters
All fall down - What's the next move for structured credit?
Banks are still counting the cost of the summer's credit crisis yet thoughts are already turning to what shape the structured credit market may take after the recent catastrophe. Are we looking at a new market paradigm or will things be the same as…
Shrugging off subprime
Risk Japan conference
An unhealthy obsession
Editor's letter
No silver bullet
The emergence of contingent credit default swaps has presented banks with a new way to manage their counterparty credit exposures. However, they have important limitations, argues David Rowe
Leaking like a SIV
Structured Finance
Single measures are not enough
Ashish Dev considers the contemporary relevance of three Risk articles from 2002-03
Carry on trading
Structured products
Italian unease
Italy
