This year's awards were among the most difficult Risk's editorial team have ever had to judge. Problems that started in the US subprime mortgage market swept across the credit market, causing mass downgrades in residential mortgage-backed securities and collateralised debt obligation (CDO) tranches, structured investment vehicles to blow up, and monoline insurers to stand on the brink of downgrades.
Investment banks racked up huge losses on subprime exposures and leveraged loan and CDO warehouse
The week on Risk.net, October 6-12, 2017Receive this by email
- Quantile, TriOptima face off in cleared swaps compression battle
- SGX, HKEX expect to be among first wave of Mifid II equivalence
- Leaked EU doc could shield legacy swaps from clearing grab
- ABS set for revival under US Treasury’s liquidity buffer plans
- Industry hails potential US relaxation of margin timing rules