Asia Risk - 2009-06-01

Strength from swaps

Asian nations are becoming increasingly assertive in co-ordinating financial stability efforts in the Asia Pacific, notably via a raft of new swap agreements between the region's largest economies. Are these efforts having the desired impact? Christopher…

Safe haven

Gold has been a favourite with investors looking for a safe haven since last year's turbulence began. But will this persist in 2009, or will the precious metal start to lose its shine as a hedging option? Pauline McCallion finds out

Asia Risk Corporate Survey 2009

Banks that maintained the confidence of their clients during an unprecedented period of market volatility and turbulence were the big winners in Asia Risk's inaugural corporate survey, with Standard Chartered standing out most of all. Ben Marquand reports

Blossoming interest

Foreign exchange derivatives trading levels suffered declines this year as hedge funds and other players partly stepped back from the market. But the asset class remains liquid and is attracting a new breed of market participants. Hardeep Dhillon reports

The fast track

Modern trading and risk technology systems are large and complex, but banks are becoming increasingly wary of running into implementation difficulties. As a result, technology vendors are packaging their systems so they are quicker and simpler to get up…

Pricing options on film revenue

This article illustrates two models for cumulative revenues from films, a time-changed gamma process and a compound Poisson process, and how these models can be used to price options. Don Chance, Eric Hillebrand and Jimmy Hilliard find that while both…

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