Articles by Alexander Campbell
Credit derivatives volumes continue to rise
The credit derivatives market grew by 81% in 2007 to reach $62.2 trillion in outstanding notional, according to figures from the International Swaps and Derivatives Association.
Flight plan
British Airways' Group treasurer, George Stinnes, talks to Alexander Campbell
Still in credit
Creditex's co-founder and chief executive, Sunil Hirani, talks to Alexander Campbell
Bushel-whacked
Wheat
A light touch
Isda's chairman, Jonathan Moulds, talks to Alexander Campbell
A matter of trust
CDO Ratings
A VAR, VAR better thing?
Banks reported a surge in the number of value-at-risk exceptions during the third quarter of last year following extreme turbulence in the financial markets. Are risk models breaking down? What are banks doing to fine-tune risk management practices and…
'He didn't want to tell the truth immediately': Mianne on Kerviel
The Société Générale rogue trader knew "perfectly" how to conceal his trades with a combination of fictitious trades and rolling forward positions, according to Christophe Mianné, the new head of global equities and derivatives, who spoke exclusively to…
VAR counts
Rising defaults in the US subprime mortgage market, plunging prices in the credit sector and a sharp squeeze in liquidity all contributed to make the third quarter very difficult for banks. Risk compares the value-at-risk figures of the major banks in…