Risk Staff
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Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Profile: Conrad Hewitt
The widespread belief that fair value accounting somehow contributed to the financial crisis is ill-informed - or so the SEC's chief accountant explains to Alexander Campbell
ABS collateral pools to deteriorate in 2009
Two largest rating agencies predict global economic slowdown will hit loans underlying most asset-backed securities, with consumer loans in UK, Ireland and Spain worst affected
Volatility forces iBoxx to change index rules
Wide discrepancies in prices submitted by banks meant that iBoxx indices were not accurately reflecting market values, so the index custodian has relaxed the inclusion criteria for prices
Unblocking the euro pipeline
Last month brought a huge EUR48.4 billion of new corporate bonds, more than half the total amount of supply one investment bank predicted for the whole year in the euro market. Matthew Attwood looks at the drivers of the trend, and finds that in one…
A capital offence
In believing that healthy capital reserves would enable banks to weather the credit crisis, lawmakers and banking chiefs neglected one important fact, says Suresh Sankaran of Fiserv IPS-Sendero: that robust capital adequacy ratios do very little to keep…
Credit Investor Survey 2009
Our exclusive poll of leading credit investors gives an insight into the factors affecting today’s investment decisions. Which assets provide value? Which sectors should you avoid? When will conditions improve?
Deals of the Month: GDF Suez
The primary markets have been buzzing since the start of the year. We profile GDF Suez's mammoth EUR4.25bn deal, the $1.5bn five-year from Staples, and Toyota's Swiss franc issue
Government guarantee schemes force covered bond market to retrench
Covered bonds, both public and private, still have a place in portfolios despite competition from the recent phenomenon of government-guaranteed bank debt