Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
CDOs: what does the future hold?
12. the outlook
Trichet calls for transparency
ISDA AGM Report
Canaras Capital
Anthony Clemente, chief executive of New York-based investment manager Canaras Capital, talks to Victor Anderson about the challenges facing a start-up business in the 'alternative' fund management space, including the thorny issue of transparency
What lies beneath
Editor's letter
Rate steepeners rise again
CMS spreads
Subprime's silver lining
Ian Hawkins, President of Invicta
A growing gap
More and more dealers are entering the hedge fund derivatives market, and ever more complex structures are being launched. But while the fund-linked derivatives market has grown strongly, there is little consensus on the best way to manage the risks…
Saving for a rainy day
Liquidity Risk
A dangerous idea
Encouraging and supporting sound internal risk management has become an important aspect of effective financial regulation. Imposing a regulatory capital charge for stress-test losses would undermine this important objective, argues David Rowe
Default dilemmas
Basel II
