No silver bullet for sub-prime valuation challenge

Ongoing problems facing buy-side managers sub-stantially exposed to US sub-prime and other mortgage-backed instruments highlight the need for more effective risk and valuation modelling for illiquid securities, but firms cannot expect quick fixes for such a complex challenge.

A recent report by risk management technology developer RiskMetrics Group, A subprimer on risk, outlines current mortgage-backed market factors impacting hedge fund and investment man-agers, emphasising the link between

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@waterstechnology.com or view our subscription options here: http://subscriptions.waterstechnology.com/subscribe

You are currently unable to copy this content. Please contact info@waterstechnology.com to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Waterstechnology? View our subscription options

Register for free

Access two articles, our IMD and Waters Wraps, plus a member newsletter. Find out more.

All fields are mandatory unless otherwise highlighted.

Study: RAG-based LLMs less safe than non-RAG

Researchers at Bloomberg have found that retrieval-augmented generation is not as safe as once thought. As a result, they put forward a new taxonomy to help firms mitigate AI risk.

Navigating the tariffs data minefield

The IMD Wrap: In an era of volatility and uncertainty, what datasets can investors employ to understand how potential tariffs could impact them, their suppliers, and their portfolios?

Most read articles loading...

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here