Risk premium
Market-consistent equity risk premiums
Original headline:
Source: Risk magazine
The capital asset pricing model used to determine excess return for a given risk level and allocate assets typically uses historical data, which can be a poor predictor of risk. Here, Adrian Alscher and...
Published online only
Source: Energy Risk
Qantas Airways’ head of risk believes the company could take more risks within its hedging programme
Published online only
Source: Structured Products
Standard & Poor's has launched four indexes to measure risk premiums, which have gained a lot of interest from product providers.
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E&P energy company premiums likely to rise
Published online only
Source: Energy Risk
Energy exploration and production (E&P) companies face increased cost risks as insurance premiums could rise, following BP’s Gulf of Mexico oil spill, which forced reinsurance firms, such as Germany’s Munich Re, to shell out hefty payments
Let small fires burn
Published online only
Source: Risk magazine
The remarkable stability of the past two decades sowed the seeds of the current crisis. In future, monetary authorities will have to be more aggressive about removing the punch bowl when the party gets interesting, argues David Rowe
The Journal of Risk Volume 9/Number 3 2007
Published online only
Source: Journal of Risk
Welcome to Volume 9 Issue 3 of The Journal of Risk. This issue is made up of 4 technical papers: There are now a few parameters to capture risk and related quantities, such as risk premium. Estimating them is an on-going topic of investigation. All four...
Risk premium
Published online only
Source: Energy Risk
A payment that factors in the inherent risk of a trade.
Modelling credit migration
Original headline:
Source: Risk magazine
Credit models are increasingly concerned not only withthe probability of default, but also with what happensto a credit on its way to default. Attention is being focusedon the probability of moving from one creditlevel, or rating, to another. One convenient...
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