Technology/Regulation
Der Wert eines Systems
Sicherheitenmanagement
Credit tails
Model Risk
A retail focus
Equity derivatives
VAR: risk mitigant or amplifier?
Value-at-risk
CDS confirmation backlog
Trade processing
Looking into the future
Tete a Tete: 2008 Outlook
A prime time to invest
Choosing a prime broker can be a daunting task for any hedge fund manager. David Walker met Lehman Brothers' Gunner Burkhart for some tips on how to make the right decision and avoid the political pitfalls common in some investment banks
Banks not ready for Sepa, says report
Daily news headlines
Model marketing
cma
Setting the stage for 2008
As 2007 draws to a close, the Energy Risk team asked market participants what they regard as the most influential events of 2007 and how these are likely to shape market behaviour in 2008. By Stella Farrington with additional reporting by David Watkins
Solid foundations?
In a recent landmark step, India's power regulator has given 'in principle' go-ahead to the setting up of a power exchange in India. However, there is discomfort amongst potential participants over some of the regulator's plans. Rakesh Singh of Wipro…
Winding down
Prepayments
The tough go shopping
Investors
Gridlock in CDS confirmations
As if banks haven't got enough to worry about, new data from Markit Group shows that the amount of unconfirmed credit derivatives trades has increased sharply, to levels not seen for around two years. Simon Boughey reports
Index providers interview
Indexes
Contributi al rischio di fattori generici definiti dall'utente
Approfondimenti - Gestione degli investimenti
CCDS unchained?
In October, David Rowe argued that contingent credit default swaps offered only limited potential for active counterparty credit risk management. The convergence of several factors could change that