Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Enel
In our usual roundup of eye-catching deals in the credit market, we focus on Italian utility Enel's EUR5bn bond, a natural catastrophe CDO from ABN Amro, and SocGen's green CDO
Investment Grade
Secondary market liquidity
Government bond yields
Talkingpoint
High Yield
Secondary market liquidity
Exchange-traded credit contracts
We take you back to the credit basics to review everything you thought you already knew but were too afraid to ask ... John Nyhoff, a director in research and product development at the Chicago Mercantile Exchange, reviews the basics of exchange-traded…
Investment Grade
Secondary market liquidity
The Shape of things to come
Tetragon is one of a new breed of hedge funds trying their luck as a publicly traded company. Following its IPO in April, it hopes to bring its specialist brand of highly managed CLOs to a wider pool of equity investors. Dalia Fahmy speaks to the firm's…
Trading begins on Prague Energy Exchange
The Prague Energy Exchange (PXE), a platform for trading electricity in the Czech Republic, launched successfully at 9am CET this morning, with ten participants trading physically delivered futures contracts dated monthly for the remainder of 2007.
Trade bodies draft structured product guidelines
Five major trade bodies have teamed up to offer a 10-step guide on the types of principles structured product providers and distributors should consider when offering these instruments to retail investors, including high net worth individuals.