Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Changing Hats
Changing Hats
Liquidity outlook for corporates
Marketgraphic
Mortgage investors turn to analytics firms for due diligence on MBS assets
Baseline Capital and Edeus are two firms that have released evaluation tools for residential mortgage assets to help investors assess credit risk in securitisation pools
Beyond the standard the challenges of self-modelling
Solvency II Special Report: Internal Models
Profile: Eddy Wymeersch
The chairman of the CESR and one of Europe's most senior regulatory figures talks to Alexander Campbell about oversight of the CDS market and fair value accounting
Risk management using economic scenarios
Sponsored statement
The holistic approach
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People
News
Model behaviour
Sponsored Roundtable