Risk Staff
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Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Cash bonds take a different track
As anyone on the financial markets rollercoaster will know, predicting the future path of your investments is next to impossible, particularly in the current economic climate. But a dislocation has appeared between the equity/CDS markets, which are…
Grahame Mcgirr & James Bagshawe
All the talk in the financial markets is about going back to basics. This drive towards simplicity and transparency is what underpins Islamic finance. Credit speaks to two senior executives from recently launched Shariah house Gatehouse Bank about a…
SEC hits out at credit rating agencies over RMBS
Two ratings agencies issued ratings on products even though outstanding issues were raised
Structural modelling of subprime mortgages
With the economy still suffering from the waves of the credit crunch, triggered by a housing price slump, Yong Kim provides a structural model of subprime mortgages based on housing market risks. Given the enormity of the subprime mortgage market failure…
Back in Black
New York-based asset manager BlackRock's buying up of distressed mortgage portfolios - most notably its purchase of UBS's portfolio of subprime and other non-agency securities totalling approximately $22 billion - has been making headlines. What does it…
Investors should heed lessons of credit crisis
Choose products carefully, warns BNP Paribas, Tighten up risk infrastructure, says the OECD's Hans Blommestein