how naive modelling leads to extreme or unstable trading strategies.
How an EBA data release became fake news
The impact of UK Treasury rules
Developed nations face ballooning post-pandemic debt burdens. In a QE world, does that actually matter?
Rampant gigantism in the stock market took a blow recently as small-cap stocks enjoyed a run of outperformance. Is this the return of value?
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
The Rise of Carry
Making debt disappear
How my ancestors helped me through the pandemic
Playing chicken in the high yield market
US banks face yield curve stress test