Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Getting the balance right
Inflation
FSA to assist trade bodies committed to PBR
REGULATORY UPDATE
Gait marches towards greater security
MANAGEMENT
Basel Committee releases cross-border paper
REGULATORY UPDATE
Belated US Basel II guidance finally released
COVER STORY
ID theft is the most common consumer fraud
FINANCIAL CRIME
Paper claims Basel II could drive corruption
CORPORATE GOVERNANCE
IIMG proposes Lamfalussy improvements
REGULATORY UPDATE
GRC - the hot new operational risk product
MEASUREMENT
GAO supports Basel II; chides US regulators
COVER STORY
Bahrain issues Basel II consultation paper
REGULATORY UPDATE
Global warming: a new risk for firms
MANAGEMENT
March 2007
CHANGING HATS
FSA and CESR make preparations for Mifid
REGULATORY UPDATE
iTraxx roll date poses first test for CPDOs
Market participants downplay concerns that fast money accounts may exploit the index roll by trading against CPDO managers when the series rolls on March 20
Subprime mortgages trigger ABX sell-off
Investors in the subprime mortgage sector might have been expecting some kind of market correction after a jump in delinquency rates at the back end of 2006. What they weren't expecting was a full-scale stampede out of the ABX index. Credit reports
Investment grade
Secondary market liquidity