Risk magazine - Volume21/No9

Valuing hard-to-value assets

In this Class Notes article, Charles Smithson considers some of the lessons learned from the recent credit crisis. In particular, he reflects on the difficulties faced by many institutions in valuing illiquid structured finance instruments, and makes…

Towards T+0 reconciliation

The Counterparty Risk Management Policy Group's third major policy statement appeared in early August - and it presents surprisingly radical demands, says David Rowe

Rising above it?

Merrill Lynch's decision to ditch its collateralised debt obligation portfolio in July has been spun as a brave attempt to draw a line under its structured credit losses. But how good is the deal, and does it represent a template for other firms…

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