Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
One of these funds is doing its own thing...
correlation
Five positions you may find interesting...
traders' corner
Consultants make the offensive play
consultants
Seeking the stamp of approval
family office investment club
"My oh my oh my, look how you've grown!"
tete à tete: challenges for start-ups
Jose Antonio Olavarrieta
The chairman of Spanish securitisation originator Ahorro y Titulizacion gives Credit the lowdown on their recent innovative future flow transaction
Fitch responds to growth in derivatives by spinning off specialist agency
The new standalone entity, Derivative Fitch, will bring together the rating agency's global CDO and structured credit functions and is headed up by Kim Slawek
What's hitting the headlines in Germany's credit market?
The German credit market might be more famous for Mittelstand financing and Pfandbriefe, but recent developments in mezz securitisation and the hitherto unheralded hybrid market have captured the attention of investors and issuers alike. Duncan Wood…
Is da documentation working?
CDS on CDOs
Winner: Mobilink
In our monthly roundup of innovative deals in the credit market, we dish out the gongs to Mobilink's trailblazing bond, Lloyds TSB's Arkle RMBS and OTC Bank's hybrid
US managers set the pace in European CLO market
The burgeoning market for collateralised loan obligations in Europe has attracted the attention of large, established US managers, keen to get a piece of the action. So what effect is this influx of transatlantic thoroughbreds having on the European CLO…