Subprime

Beyond distributional analysis

In the third article in a four-part series, David Rowe considers the need for financial risk management to move beyond distributional analysis to consider more qualitative inputs

Spotlight on Goldman

The US Securities and Exchange Commission filed a lawsuit against Goldman Sachs in April, alleging it had misled clients by not disclosing that a major hedge fund had helped select the underlying assets in a collateralised debt obligation and was…

A sting in the tail

After recent financial turmoil, market participants are thinking much more rigorously about ways to protect themselves against the possibility of rare but extreme events. However, effectively hedging tail risk is not straightforward. By Mark Pengelly

Drastic action

Authorities at the centre of the financial crisis are prescribing more regulation and more capital as appropriate measures to prevent a similar calamity in the future. But a study released this month by Japanese think-tank, the National Institute for…

Look to risk management

With regulators' showing no mercy for non-compliant firms, now is the time to strengthen risk management and compliance departments

The rotten core

The US is now closely examining the root causes of the subprime crisis, including mis-selling, fraud, poor internal controls and perverse incentive schemes. David Benyon explores these issues, and some potential solutions

Rethinking (operational) risk management

For operational risk managers to really make a difference to their firms' fortunes, they must be willing to get their hands dirty and face facts, no matter how scary the facts may be, says Sergio Scandizzo, in the second of a two-part series

Nightmare on North St

Amid countless other subprime-related lawsuits, a showdown is currently taking place between HSH Nordbank and UBS over a stricken collateralised debt obligation, named North Street. The case raises questions about practices employed at banks and across…

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