Asia Risk - 2009-04-01
Articles in this issue
Paper company slams Bank Danamon with $95m foreign exchange lawsuit
Major Indonesian derivatives distributor turns to central bank for assistance
Safe enough for Sasac
Special Report - China: Corporate hedging
Dealers offer ways round Australian shorting ban
Australian ban on short selling is does not spell disaster for investors
Contract counterattack
Efforts to recover the value of nearly 200,000 derivatives transactions conducted with Lehman Brothers have been frustrated by a provision of the International Swaps and Derivatives Association master agreement. But the bankrupt estate is fighting back
Setting new standards
Special Report - China: Documentation
A special situation?
Distressed debt
Error of VAR by overlapping intervals
When overlapping intervals in time series are used, volatility and price changes' percentiles are underestimated. Consequently, value-at-risk is also underestimated. Heng Sun, Izzy Nelken, Guowen Han and Jiping Guo measure the size of this underestimation
China
Obfuscated oversight
Indian corporates hit again
Foreign exchange
Risk India conference 2009
Keeping it simple
Mastering the flood
Special Report - China: Risk management
Challenging times for VAR
With the release of three new consultation papers in January, the Basel Committee has come up with its most ambitious plans yet for tackling the challenges presented by the financial crisis. But its proposal to overhaul VAR models is coming in for some…
In Accord?
Profile
After the dust settles
Settlement risk
Ringfencing and contract enforceability challenges
Regulation radar Korea
On the move
People
Debt dilemma
Refinancing risk
Best case scenario
News
Fears over future inflation mount
Inflation protection is at cheapest levels in years; investments may also be attractive