Preparing to unwind
Going for gold
Casting a wide net
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OTC commodity swaps valuation, hedging and trading
The stress of unwinding
An extraordinary Australian court judgement shines a light on the errors and deceit that led to the granting of an AAA rating to ABN Amro’s Surf constant proportion debt obligation in 2006. Lukas ...
The fine handed out by an Australian court last year to ABN Amro and Standard & Poor’s was a rare success for post-crisis litigants in structured credit cases. The victors are hoping to repeat the...
The renminbi appreciation society
Falling out of love with protection
A twist in the tale for artful dodgers
Catering to the cautious
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.