Skip to main content

Structured products

Column: Charles Cronin

Flawed models, conflicts of interest, ineffectual leadership: the rating agencies have emerged from the financial crisis with little credit, and reform may strip them further of their influence

Inflated expectations

It may seem counterintuitive, given these deflationary times, but inflation-linked fixed income strategies are proving a hit with investors as fiscal stimulus raises the threat that inflation will take over in the medium term. William Rhode reports

Financial pricing for the 21st century

Putting a price on assets for which no active market exists is a process mired in complexity and no little controversy. But the pricing models of yesteryear are simply not up to the job. David Patrikarakos looks at the new generation of valuation models…

Danny Davis

Mishcon de Reya's insolvency expert talks about the need for companies to learn to rely less on external funding, and why a UK-style Chapter 11 process isn't necessarily a good idea

Column: Paul Taylor

Ratings downgrades reflect a decline in creditworthiness, not an admission that the ratings were wrong in the first place. But that doesn't mean the rating process can't be improved. Paul Taylor

It's payback time

If you still wake up in a cold sweat, haunted by the memory of opening your 2008 bonus slip, you're not alone. Credit professionals across the board saw their bonuses slashed last year. But not all banks were forced to scale back their remuneration…

The sovereign state

While the sovereign market has in the past been most readily associated with rates investors, it has always been a key part of the credit sector, most importantly as a benchmark for the pricing of corporate bonds. But credit default swap levels on…

Legal Spotlight

CDS dealers are under pressure to come up with a market-led solution to the clearing conundrum before regulators force one on them. Peter Green and Jeremy Jennings-Mares report

Column: John Wraith

The Bank of England has yet to reveal how it intends to wind down its quantitative easing programme of buying back gilts - assuming, of course, the policy achieves its aims

Robust asset allocation under model risk

Financial investors often develop a multitude of models to explain financial securities' dynamics, none of which they can fully trust. Model risk (also referred to as ambiguity) prevents investors from using the classical framework of expected utility…

Product performance

Two products common to the UK market and one that is well-known in the US - all three with the same strike date - are the subject of this month's comparisons

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here