Unquestioning trust underlies most catastrophes
Method could provide early-warning system
Managed deals could be next, but market's potential is expected to be limited
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Value-at-risk (VaR) is a common tool applied by market makers to monitor the risk of any trading position. The conventional VaR model assumes a frictionless market, which is seldom the case. The 2008 financial...
Variable annuity products must avoid the derivatives witch hunt
Risk awards 2012
Bank of America Merrill Lynch has developed a liquid volatility index for institutions which are seeking a systematic tail risk hedge.
Shell Gas Direct’s chief tells Energy Risk that major end-users’ credit worthiness will be one of four major challenges for industrial and commercial users in the next few years
The world is watching nervously as sovereign debt is rocked by fiscal and economic crises in the eurozone.
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.