how naive modelling leads to extreme or unstable trading strategies.
How an EBA data release became fake news
The impact of UK Treasury rules
Caught between a wall of QE cash and a web of capital rules, what is left for bank CEOs to do? The evidence from securities holdings, bond issuance and TLAC.
How the push for growth turned equity financing into a hotbed of regulatory arbitrage
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
A servant of two masters
How JP Morgan broke the repo market
The $3 trillion hidden exposure behind the Archegos blowup
How Covid forbearance gave banks a three trillion dollar boost
Revenge of the minnows