how naive modelling leads to extreme or unstable trading strategies.
How an EBA data release became fake news
The impact of UK Treasury rules
This year's reversal in central bank sentiment has swept through the corporate bond market
The French banking giant more than doubled its securitisation exposure in the past 12 months, filings show. Does the ballooning CLO portfolio pose a risk?
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
Advances in Financial Machine Learning
The Sharpe Ratio Ratio
UK local authority debt in six charts
BNP Paribas piles on the senior tranches
This year's reversal in central bank sentiment has...
The French banking giant more than doubled its sec...
Amounts of negative-yielding euro debt have surged...
Gauging the significance of the LOBO redemption wa...