Environment-Renewables
Credit derivatives majors form data alliance
Goldman Sachs, Deutsche Bank and JP Morgan Chase have launched a credit derivatives market data scrubbing and sharing project meant to head off disputes among market participants over the terms of their contracts.
Drivers of dollar swap spreads
Fixed0income strategy
Squeezing the best from hedge fund diversification
Hedge fund investing
BNL plans weather desk for Italy
Rome-based Banca Nazionale del Lavoro (BNL) is planning to set up a weather derivatives desk, which could add to the recent thrust of new players in the weather risk market. BNL hopes to establish the desk, specifically for the Italian market, by the…
Weather risk solutions
Germany
At the heart of Europe
Germany
Out on its own
Germany
At home and abroad
Germany
Clearing the way?
Germany
New evidence of IRB volatility
Default modelling
A new generation of credit derivatives
Sponsor`s statement
The hazards of credit pricing
Sponsor`s statement
New disclosure rule boosts pension risks
New UK accounting rule FRS 17 will force companies to disclose pensions liabilities on corporate balance sheets. The risk management issues are wide-ranging, and experts have few easy answers. Furthermore, the new rule could soon be adopted in a number…
Predictive Merton
Technical
At the centre of the financial enterprise
ENTERPRISE-WIDE RISK MANAGEMENT
Unlocking ABS value
Cover story
Second-guessing the rating agencies
Debt capacity advice
Open practice
Profile