Skip to main content

2000-01-12

Articles in this issue

asiarisk-090501-12-gif

Transition revamp

The asset transition business is undergoing a major transformation, with strong risk management and pre-trade analysis capabilities becoming an increasingly important service differentiator. How are transition managers meeting the needs of Asian clients?…

asiarisk-090501-20-gif

It's all relative

Commodity-focused hedge funds have faced a torrid past nine months, suffering large losses and widespread redemptions. Yet some funds, notably relative-value arbitrage strategies, have performed better than most. By Richard Jackson

asiarisk-090501-24-gif

Exchange proliferation

Regional commodity exchanges are expanding to secure more corporate hedging business and flows from speculators keen to exploit pricing anomalies at a time when volatility is high and bilateral counterparty risk is a major worry. Georgina Lee reports

Estimating intrinsic currency values

Forex market practitioners constantly talk about the strengthening or weakening of individual currencies. In this article, Jian Chen and Paul Doust present a new methodology to quantify these statements in a manner that is consistent with forex market…

asiarisk-090601-37-gif

Crude but credible

Regulators are warming to the idea of introducing a leverage ratio to limit the excessive build-up of assets on bank balance sheets. But they face an uphill battle to create an internationally consistent measure that addresses differences in accounting…

asiarisk-090501-27-gif

Fair's fair?

Fair value accounting has received much criticism during the financial crisis of the past 20 months. While it is unlikely to be suspended, its execution in inactive markets remains the subject of much debate. Could independent valuation providers offer a…

asiarisk-090501-04-gif

Piloting policy

The privately negotiated derivatives industry congregated in Beijing last month for the International Swaps and Derivatives Association's annual general meeting. Top of the agenda were efforts to formulate a strategic response to calls for more…

asiarisk-090501-30-gif

Structural simplicity

Restoring confidence in structured products is top of equity derivatives dealers' agenda as they move to offer less complex instruments to jittery investors. But the industry faces a long haul to bring business back to levels witnessed in 2007. Jill Wong…

asiarisk-090501-10-gif

KO-ed in Korea

Derivatives litigation has reached a new level in South Korea, where early court rulings on corporate currency options positions went against financial institutions and threatened the legal enforceability of derivatives contracts in the country. A change…

asiarisk-090501-39-gif

Accounting for concessions

International Container Terminal Services has expanded its operations across the globe. Treasurer Rafael Jose Consing tells Asia Risk how the company manages risks and discusses the impact of new accounting rules for concessions. By Georgina Lee

Smile dynamics III

In two articles published in 2004 and 2005 in Risk, Lorenzo Bergomi assessed the structural limitations of existing models for equity derivatives and introduced a new model based on the direct modelling of the joint dynamics of the spot and the implied…

p25-blake-jpg

Perfect storm

The fall in equity prices, combined with a sharp drop in bond yields, has decimated the funding positions of pension schemes across the globe. With many companies tottering under the weight of ballooning pension deficits, could this be the spark for the…

Robust asset allocation under model risk

Financial investors often develop a multitude of models to explain financial securities' dynamics, none of which they can fully trust. Model risk (also referred to as ambiguity) prevents investors from using the classical framework of expected utility…

All in one -- Software rankings

Budgets are under pressure, and more and more firms are opting for a single platform provider for all their compliance software needs. Victoria Pennington looks at which companies they are turning to, and why

In the clear

The trend away from uncleared over-the-counter trading to cleared OTC trading has prompted exchanges to list a greater range of OTC cleared products. But to what extent can the OTC markets ever become completely cleared? Katie Holliday investigates

Browse issues

Risk January 2026 front cover for monthly issue, featuring abstract art
Jan 2026
Risk 1225 front cover with abstract art
Dec 2025
Risk 1125 cover
Nov 2025
Risk front cover
Oct 2025
Risk 0925 cover
Sept 2025
Risk 0825 front cover
Aug 2025
Risk 0725 cover
Jul 2025
Risk 0625 front cover
Jun 2025
The front cover abstract image of Risk’s May 2025 web issue
May 2025
Risk April front cover for web version of the monthly collection
Apr 2025
Risk 0325 cover
Mar 2025

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here