Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Basel II remains cloaked in mystery in US
REGULATORY UPDATE
IIF launches strategic regulatory dialogue
COVER STORY
UK banks need to crack down on fraud – FSA
FINANCIAL CRIME
NYSE, NASD merger creates single SRO
REGULATORY UPDATE
What's happening and when
WHAT'S HAPPENING AND WHEN
A state of equilibrium
Flows in the tranche market have balanced out - at least for now. Our US columnist StreetCred wonders whether valuation discrepancies may soon upset the applecart
Liquidity survey
Secondary market liquidity
CPDOs: A volatility game
A triple-A rated structure that pays Libor plus 200bp. Who wouldn't be interested in such a product? Perhaps the sceptics warning against the 15 times leverage and the instrument's high exposure to volatility. Laurence Neville reports
Robert Lepone
The head of European loan trading at Morgan Stanley in London discusses issues surrounding the new loan CDS indices
Caliburn Capital rears the next generation of fund of funds thoroughbreds
Caliburn Capital's has a top-down focus on its institutional FoHF products, pursuing themes and those managers it deems most likely to exploit them successfully, as David Walker reports