how naive modelling leads to extreme or unstable trading strategies.
How an EBA data release became fake news
The impact of UK Treasury rules
Amounts of negative-yielding euro debt have surged to record levels in anticipation of further easing. But how effective is the ECB's strategy?
Gauging the significance of the LOBO redemption wave
Risky Finance has turned the SEC's hedge fund statistics into a visualisation tool and asks whether a new LTCM could be lurking in the data.
15 years after it was signed, the Goldman-Greece swap continues to be a reputational problem for the bank. A longer feature that reviews a decade's wo...
An analysis of 800 collateralised debt obligations rated by Standard & Poor's
This article was the first rigorous financial analysis of Lender Option Borrower Option (LOBO) loan contracts obtained from UK councils. The article l...
Brazil’s refinancing ...
How Greece outperformed Apple
Stress Test: Reflections on Financial Crises
The Sharpe Ratio Ratio
Turkey’s crisis in six charts
How the Greeks and the EU forgot to argue about debt relief and learned to cooperate
Nudge and Predictably Irrational
Amounts of negative-yielding euro debt have surged...
Gauging the significance of the LOBO redemption wa...
Portfolio optimisation has transformed investing i...