Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Russia wakes up to ABS
After years of being the 'next big thing', the Russian asset-backed securitisation market has finally arrived. Laurence Neville looks at the factors that have caused this sleeping giant to awaken
CDOs of CDOs: the quest for yield
9. CDOs-squared
The conundrum of overlapping
7. overlapping
Market graphic: Correlation breakdown
Market Graphic
Investment grade
Secondary market liquidity
The CDO Factory
CDO boutique Cohen & Company has emerged as a major force in the structured credit market. But as a niche operator, it has to think and act fast to stay ahead of the competition. Dalia Fahmy talks to senior management and discovers that the key is…
Back to basics: Shari’ah principles
We take you back to the credit basics to review everything you thought you already knew but were too afraid to ask ... Khalid Howladar, chairman of the Middle East co-ordination committee at Moody's in London, runs through the Shari'ah principles that…
Investors shy away from curve steepeners
Credit curve steepener trades using constant maturity swaps have emerged as an innovative way to take advantage of the much-anticipated rise in credit volatility. So what is hampering take-up of these products? By Hardeep Dhillon
CPDOs: riding the wave
11. CPDOs
CDOs of ABS
8. CDOs of ABS
Balance sheet or arbitrage CDOs?
4. balance sheet/arbitrage
How to keep the barbarians at bay
The recent attempted buyout of Sainsbury's showed that no one is safe from the clutches of private equity; cash-rich houses are now clubbing together in joint bids to target even the largest names. Matthew Attwood explains the consequences for credit…
When - not if - the cycle turns
10. survival strategies
Second-generation CPDOs hit the market
Rating agencies welcome evolution of CPDOs into managed structures as Lehman Brothers and Pioneer, and ABN Amro and Fortis bring deals to market