Structured products
Managers predict improving credit quality as macro outlook brightens
fixed income high yield
Independent thinkers
The managers at ABS faced a stark decision in a former life at a large investment bank: leave and earn by performance fee, or join the asset gatherers. They explain which route they took, and why
How to ride the Asian tiger
marketing
All for one or one for all
software
Arbitrage under power
When one knows the correct value of a tradable asset and the asset price diverges from that value, future convergence may present a good trading opportunity. However, the trader still has to decide when and how aggressively to open the position, and when…
Generalising universal performance measures
Performance and risk measurement are fundamental quantitative activities in finance, andnew ways of measuring them are always of interest. A recently proposed procedure is theuniversal performance measure. Theofanis Darsinos and Stephen Satchell show…
Derivatives securitisation takes off
Risk management
False start for True Sale?
Germany
Green shoots for derivatives
Pension funds
Leading in securitisation
Profile
Opportunities in illiquidity
Profile
Risk analytics for the buy side
Measuring risk
Hedge funds must act morally to fit pensions' ethical criteria
Hedge funds looking to market themselves to Scandinanvia's institutional investors do not only need to look at the regulations. They may also need to brush up their skills in ethical investment, or socially responsible investment (SRI), given the fact…
Rate hike ahead
US interest rates
Editor’s letter
opinion
Fringe benefits
opinion
Tears for Sears
Sears
Most Independent
Credit Awards 2004
High-Grade Team
Credit Awards 2004
Portfolio Analytics
Credit Awards 2004