Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
'Weak and watered down' regulatory relief in US
REGULATORY UPDATE
FSA and CESR announce further Mifid plans
REGULATORY UPDATE
Changing hats
CHANGING HATS
Treasury pledges to fight terrorist funding
FINANCIAL CRIME
Lenders are facing great and unnecessary risk
REGULATORY UPDATE
The LDI makeover
For all the hype surrounding liability-driven investing, few UK pension funds have actually taken the plunge and implemented the technique. The London Pension Fund Authority is one notable exception. Nick Sawyer reports
Take your Pik and take your chances
The issuance of payment-in-kind, or Pik, notes has grown in popularity as a means for private equity firms to fund LBOs. But investors must be aware of the unusual risks associated with this form of financing. Jean-Paul Carbonnier reports
The great CDS debate which corner are you in?
Credit default swaps have become the instrument of choice for scores of credit investors - both for risk management and as another way to get exposure to credit. Yet there still remains a hardcore of sophisticated clients who continue to avoid CDS out of…
The third way
Cantor Fitzgerald's fixed-income research team
Winner:NXP
In our monthly look at the credit market's most innovative deals, we focus on NXP's mammoth high-yield issue, the Alcentra CLO and Bouygues' 20-year bond
LBO risk
Market Graphic
Delinquencies on RMBS give investors a headache
Rising levels of defaults on UK mortgages and credit card debts are forcing rating agencies to take a hard look at residential mortgage-backed securities and other securitisations