Risk magazine - Volume21/No11

Hammer time

The approval by the US Congress of a $700 billion rescue package in October has paved the way for the US Treasury to purchase illiquid assets from banks' balance sheets. The question is: how will these assets be valued? In this month's Class Notes…

Rocked by counterparty risk

The demise of Lehman Brothers has triggered fresh concerns about counterparty risk, creating a wave of novations and forcing dealers to think harder about the possibility of another major derivatives counterparty defaulting. Mark Pengelly reports

Macrofinancial risk

A valuable synthesis of financial theory and macroeconomics appears to be emerging. This could enrich both areas, says David Rowe

Feeling the strain

While Russia seemed relatively shielded from the impact of the financial crisis during the first half of the year, the turbulent events of September and October suggest that is no longer the case. Alastair Marsh reports

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