A strong demand for long-dated offshore RMB instruments is not being met by the market, according to one Hong Kong corporate
Supervisors should not be able to force clearing houses to accept certain classes of OTC derivative, says FOA's Belchambers
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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Solvency II is expected to lead to changes in insurers’ investment strategies. Janko Gorter and Melle Bijlsma argue that the effects on the financial markets and the real economy may not be as significant as some have suggested
Gaussian copula models are often used in the industry when single-asset information is quoted but little is known about their joint relation. These models may arise from correlated stochastic Brownian processes with deterministic volatility and correlation....
Following previous work on the calibration of multi-factor local stochastic volatility models to market smiles, Julien Guyon and Pierre Henry-Labordère show how to calibrate exactly any such model. Their approach, based on McKean’s particle method,...
A new draft version of New Zealand’s Financial Markets Conduct Bill was published for consultation in August. The bill provides greater clarity than the previous draft and removes uncertainty – but some further tweaks are needed, says Cindy Leiw of...
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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