Asia Risk - December/January 2006
Articles in this issue
When rivals join hands
Ten years of Interbank Polls
Cutting edge - Omega portfolio construction with Johnson distributions
The omega risk-adjusted performance measure with Johnson distributions accounts comprehensively and non-discretionarily for the first potentially persistent moments including skewness and kurtosis. The Johnson-omega ratio thus overcomes the shortcomings…
Thai securitisation
The Thai government launches its first securitisation transaction
Firing up EDS interest
Equity default swaps
Redefining equity-linked
Equity-linked securities
PBOC in RMB swap
China's capital markets are set to develop after the People's Bank of China performs its first currency swap
How long will the shopping spree last?
China appears set on a programme of foreign energy asset acquisition. Maria Kielmas looks into the implications for the energy industry
A difficult landscape
Private banking
Dealing with default
Credit Derivatives
The evolution of variance
Variance swaps
The CDO alternative
Credit CPPI
Making progress
Basel II