Feature
Growing quietly
Germany
Airlines tackle price turbulence
Industry woes force airlines to get serious about improving efficiencies, including implementing new hedging and procurement tools, as Don Stowers discovers
When the wind doesn’t blow
In light of the increased interest in investing in renewable energy following the publication of the EU renewables directive in September, David Pethick, Rebecca Calder and Chris Clancy suggest a method of reducing wind risk
Not just a quick fix
Real options are an accepted risk management technique in the energy sector. Kevin Foster takes a look at how are they being used and what factors are affecting their development and implementation
Knowing your limits
Value-at-risk limits are widely used risk management instruments. But issues over the allocation of Var limits remain, says Brett Humphreys
Fixed or floating?
Corporate debt
Changes afoot at rating agencies
Basel II
Filling the inflation gap
Index-linked securities
Marrying portfolios and PCA
Principal components analysis
New evidence of IRB volatility
Default modelling
Accentuate the positive
Introduction
A long way from success
Electronic trading
Robeco’s synthetic age
Case study
Analytical approach to credit risk modelling
Cutting edge: Economic capital
Pinning down portfolio risk
Fixed-income modelling
Credit derivatives platforms turn to structured products
Electronic trading
In pursuit of returns
Institutional investors
Managing the exposure challenge
Credit risk reporting
A new generation of credit derivatives
Sponsor`s statement
The hazards of credit pricing
Sponsor`s statement
Swap spreads uncovered
Sponsor`s statement
Convexity hedging and its impact on US swap spreads
Sponsor`s statement
Less is more with tailored credit portfolios
Sponsor`s statement
Basel II delay could help EU
A further delay in the coming-into-effect of the Basel II banking accord to 2006 might take the pressure off the European Union’s attempts to co-ordinate the timing of its own new banking rules, some political analysts said in late February.