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LATEST ISSUE
The good, the bad and the ugly
Last month saw US asset manager Pimco triple its holding of mortgage debt, UBS sell subprime loan positions worth ...
Prime suspect
Knowing the exact quality of the loans in a securitisation pool is key if investor appetite for mortgage securities ...
Internal affairs
What separated the small group of winners from the larger group of losers in the subprime crisis was the ...
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SUBSCRIBER CONTENT
Deception and lies
Prior to the subprime crisis, the mortgage industry was blase about fraud, despite it reportedly...
Valuing CDOs of ABSs
Charles Smithson and Neil Pearson discuss the valuation of collateralised debt obligations (CDOs), with a...
About Mortgage Risk
Mortgage Risk is the only publication written specifically for treasury teams, asset and liability managers and risk managers at mortgage banks worldwide.
The magazine and website are devoted to the financial and risk management issues that influence and drive mortgage bank's business. So whether you're working in a mortgage bank or investing in mortgage products, you need to read Mortgage Risk to keep up-to-date with this rapidly changing sector.
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BOOKS
Global Tactical Asset Allocation
Global Tactical Asset Allocation (GTAA) - This Risk Executive Report explains what it is, what products exist and how these are managed.
An Introduction to Hedge Funds
This new introductory text, clearly explains what a hedge fund is, how it interacts with service providers, how it operates and - particularly appropriate to today's markets - what happens when things go wrong.
Risk Management for Insurers
A timely risk management guide to help the insurance industry to get prepared for Solvency II.
CAREERS
Mortgage Risk jobs.
Hundreds of jobs within the Financial Markets, Banking & Finance
See full list»AWARDS
Mortgage Risk's inaugural awards in the US and Europe will recognise excellence and innovation in the field of mortgage finance and risk management.
Awards will be presented to leading lenders, investment banks and advisers for their performance in negotiating troubled markets during 2007/8.
More information on the Mortgage Risk Awards
mortgage risk - NEXT MONTH'S issue
An exclusive Q&A with BlackRock's co-head of Fixed Income, Peter Fisher on the road to recovery from the subprime mess
Home equity
Mortgage Risk looks into the relationship between falling home equity values and loan default rates.
Default disposition risk
A paper on the use of automated valuation models versus broker price opinions to aid in the valuation of foreclosed properties
FROM LAST MONTH
A clearer picture
Fraud has gone to the top of the postmortem on the US subprime debacle. To detect and prevent it, more information at the loan level is needed, and the standardisation of data would also help investors in mortgage-backed securities make better decisions, discovers Han-Nee Tay
See full article »EDITOR'S LETTER
They think it's all over?
There are three rules in the mortgage markets nowadays - valuation, valuation, valuation.
Email the editor