Asian currencies on the rise
Surge in structures
Marking systemic portfolio risk with the Merton model
Shane Dardis, vice-president for regional structured products advisory at DBS, discusses regulatory reform in the aftermath of the global financial crisis
A selection of pictures from the Risk India event held in June, hosted by Asia Risk magazine
People moves across Asia
Malaysian Structured Products Forum 2011
Risk management under threat
The price of advice
From spot volatilities to implied volatilities
GIC has appointed Chia Tai Tee to succeed Sung Cheng Chih as chief risk officer. The move is part of a managed succession. Sung, who warned of the dangers of CDO investments prior to the financial crisis of 2007/2008, will remain as a consultant to the...
Alexandre Antonov and Michael Spector present an analytical approximation of zero-coupon bonds and swaption prices for general short-rate models. The approximation is based on regular and singular expansions with respect to low volatility and contains...
Risk and riba
Taipei’s tight spot
Debt prospecting down-under