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Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Q&A: Sean Flannery
The chief investment officer for the Americas at State Street Global Advisors in New York discusses the opportunities offered by decomposition of risk as a result of the growth of the credit derivatives market
GFI and Icap launch rival tranche fixings
The brokers go up against existing tranche fixings of credit derivatives indices from Creditex and Markit. But mystery surrounds the launch as 'partners' keep mum on their involvement
Emerging markets open up to hybrids
Borrowers from markets such as Russia, Hungary and Mexico have finally cottoned on to the benefits of issuing hybrid debt - and the trend is not just limited to financial institutions. Laurence Neville reports