Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
The Big Interview: Paul McCulley
Pimco's portfolio manager talks to Dalia Fahmy about chasing yield in an expensive asset class, and what he's expecting will trigger the next market downturn
Calyon sues Mizuho over CDO team lift-out
The French bank files a lawsuit in a Manhattan court alleging that an "illicit scheme" resulted in 11 of its cash CDO team departing en masse to Mizuho
CDOs of ABS
Market graphic
The race to launch credit futures
Eurex, the Chicago Mercantile Exchange and the Chicago Board Options Exchange are locked in a struggle for market share of the new credit futures market. But are investors really sold on the new instruments? Matthew Attwood finds out
Moody's backtracks on bank upgrades
The under-fire rating agency announces revisions to its 'joint default analysis' methodology intended to moderate assumptions of government support for certain financial institutions
High yield
Secondary market liquidity
Has Asia got the appetite for local currency CDS?
The development of a robust local currency credit default swap market in Asia has come a step closer following the first public won-denominated CDS trade in Korea late last year. Alice Hales looks at whether the ingredients are there for such a market to…
