Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
What's behind the demand for CDOs
3. product demand
Invention is the mother of CDO market expansion
1. introduction
Lukewarm reception for Eurex credit futures
Eurex admits that trading volumes have been "disappointing" since the March 27 launch of the new contract, but denies that the product is illiquid
The Big Interview: Chris Flanagan
Following the crisis in subprime mortgages in the US, the head of global structured finance research at JPMorgan in New York talks to Dalia Fahmy about spillover risks for auto loans
JDA analysis: Moody’s fights back
Moody's senior execs Ray McDaniel and Brian Clarkson speak out about the JDA debacle
CDS: the building blocks for synthetic CDOs
2. credit default swaps
The return of the bank balance sheet CDO
5. bank balance sheet CDOs
Société Générale
Oil and Products House of the Year
Merrill Lynch Commodities
Coal House of the Year
Commissioning change
Ferc chairman Joseph Kelliher talks with David Watkins about his views on the US energy markets, the Ferc's competition review and what needs doing next
GFI/Amerex/StarSupply
Broker of the Year
Measuring success
A cutting-edge survey by McKinsey & Company reveals which types of trading are most prevalent and successful among utilities. Using survey data, McKinsey's Jörg Doege, Sven Heiligtag and Peter De Wit suggest guidelines for creating successful trading and…
HSBC
Precious Metals House of the Year
Feeling the heat
Uncertainty over future fuel prices is proving a headache for airlines. While many put on successful hedges last year ahead of widely anticipated price spikes, this year's price falls have discouraged hedging. Joe Marsh looks at how airlines in Asia are…
Evolution Markets
Emissions Europe House of the Year
Electrabel
European Natural Gas House of the Year
Is the EU ETS working?
The EU's emissions trading scheme has created a massive oversupply of allowances for its first phase. Kjetil Røine and Henrik Hasselknippe ask whether the scheme is causing emissions reductions, whether there will be a sufficient shortage in Phase II and…