Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Frontier Alt teams up with ONIC
Canada’s Frontier Alt, a manufacturer and distributor of structured products in North America, has entered a new strategic partnership with Oman National Investment Corporation (ONIC). The partnership aims to provide domestic and global growth…
SG promotes internally for mutual funds
French investment bank SG CIB has promoted Romain d'Hébrail to head of marketing for mutual fund derivatives, based in Paris.
Electricity-backed security: concepts and measures
John Jiang and Hanjie Chen propose a generic concept ofelectricity-backed security, which provides an additionalfunding method to utilities with poorer credit ratings,and a new asset class to investors
Perpetual launches capital protected product for retail
Australian fund manager, Perpetual, has launched a capital protected structured product that delivers exposure to the upside growth potential of a basket of diversified managed funds. The Perpetual Protected Investments – Series 1 is the first product…
Amex promotes in structured products
The American Stock Exchange (Amex) has promoted Cliff Weber to executive vice president of development and strategy.
DIB launches sharia-compliant capital protected global REIT notes
Dubai Islamic Bank (DIB) has launched sharia-compliant four-year Capital Protected Global Real Estate Income Trust (REIT) Notes. The notes, aimed at retail investors, invest in REITS in the US, European and Japanese markets.
CESR to consult on UCITS III hedge fund indexes
The Committee of European Securities Regulators (CESR) will consult further on whether or not hedge fund indexes fall with the definition of ‘financial indexes.’
Income and growth from Barclays
UK banking group Barclays has launched a new growth and income product. The five-year FTSE Income and Growth Bond has been designed to provide investors with a steady stream of both income and equity linked growth potential.
Bovespa and CBLC launch new product in Brazil
Brazilian investment bank Companhia Brasileira de Liquidação e Custódia (CBLC) and Brazilian exchange Bovespa have released a new structured product that provides protection against adverse price variation on the stock market.
PWG recommends principles based guidance for hedge funds and private equity
PWG recommends principles-based guidance for hedge funds
Moody's hybrid methodology
Talking point
Purva Sule
The head of the financial services practice at Pipal Research in Chicago explains why more investment banks are offshoring credit research
Winner: Wienerberger
Amongst the month's most innovative and ground-breaking deals in the credit markets, we highlight Wienerberger's hybrid, Anderson Valley II CDO and HBOS's $3bn covered bond
TABX launches into rocky ABS market
Dealers started trading tranches of the ABX indices just as fears of subprime mortgage losses sent spreads reeling and caused wildly divergent pricing on the new product
High yield
Secondary market liquidity
Investing Philly-style: Aberdeen AM's US fixed-income team
Cross-asset class teamwork coupled with conservative risk management drives Aberdeen Asset Management's investment strategy, leading to a current concentration on MBS and an underweight allocation to corporate bonds. This year they're on the lookout for…
Bob Buhr
The existence of so-called special shares in some European companies enables governments to block certain transactions such as acquisitions and LBOs. Understanding how they work is necessary for bondholders in assessing LBO risk, says the head of credit…
