Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Back on track
Editor's letter
A flawed structure
US mortgages
Broken joints
Rating Agencies
A yen for financing
Yen-denominated mortgages have proven an attractive source of low-cost housing funding over the past 10 years. David Rowe asks whether these products are an accident waiting to happen
Credit market ricochet
The run-up to the March roll of the iTraxx and Dow Jones CDX indexes saw an intense burst of trading activity as spreads widened sharply. Popular index trading strategies fell by the wayside, while new players such as CPDOs entered the market. How did…
Carry concerns
Foreign Exchange
Stepping up surveillance
CFTC chairman Reuben Jeffery talks to Alexander Campbell
The moving market
Property Derivatives