Commodities/People
Quality data and solutions for a challenging market
New Frontiers
Making sense of the new power market
New Frontiers
Who is left to manage risk?
New Frontiers
Securing the market
Securitisation
Colt: under fire
Cover story
Protected: yes Effective: maybe
Covered bonds
Measurement and attribution
Performance systems
Emerging opportunities
CDO investing
Op risk modelling for extremes
SMALL SAMPLE MODELLING
Credit and credibility
Credit risk modellers have made giant strides, but they still have to convince regulators that they can make the world a safer place. By Matthew Crabbe
What’s next for the exchanges?
Derivatives exchanges are wrestling with consolidation, new products and technology. John Ferry asks Rudolf Ferscha, chief executive of Eurex, Hugh Freedberg, chief executive of Euronext.Liffe and Nickolas Neubauer, chairman of the CBOT, to peer into the…
RiskNews review
The leading stories from RiskNews. For breaking news on derivatives and risk management, see www.RiskNews.net
Cleaning up the system
Compliance
US domestic politics have dominated equities sector
Potential removal of double taxation paid on dividends gives hope to US investors.
Basel II op risk charge will help tackle concerns, says McDonough
NEW YORK - Banking supervisors believe that a separate capital charge for operational risk under the Basel II capital rules will bolster efforts to find better ways of addressing concern about the operational hazards faced by banks, the world's chief…
Banding together for SME credit risk analytics
Germany's banking associations are taking a leading role in getting the country's fragmented banking sector ready to comply with the Basel II capital Accord. Germany's savings banks association, in particular, says it has internal ratings-based systems…
Sponsor's article > Credit derivatives: will the market keep expanding?
This article aims to give a brief overview of some of the main trends in the credit derivatives market and also proposes to analyse some of the underlying reasons why this market is experiencing such a boom.
Budgeting for 2003
Deutsche Bank, Merrill Lynch and State Street outline how next year's budget will be spent. For starters, it will be spent cautiously.
Reaping integration rewards
In the October issue of Risk, Clive Davidson discussed the integration of ALM and ERM technology. Here, in a second article, he profiles the firms that have tackled this project and reviews the challenges, advantages and pitfalls of the integration…
Hunter hunted
People news