Accumulating evidence suggests that triglyceride-rich lipoproteins are an independent risk factor for atherosclerosis. This epidemiological evidence first emerged as a result of studying postprandial lipaemia that characterized the metabolic capacity of triglycerides in the postabsorptive state, that is, under challenge. Studies of postprandial lipaemia were helpful to explain several effects of triglyceride-rich lipoproteins on cholesteryl-ester-rich lipoproteins. From these studies it became apparent that peculiarities of cholesteryl-ester-rich lipoproteins, such as small LDL and small HDL, which have been associated with risk for atherosclerosis, were caused by impaired triglyceride metabolism.