Feature
From India to Russia
Akash Mohapatra speech
India - Capital-protected investments - Playing it safe
Special Report
ISDA AGM - Enlightenment in the Lion City
Special Report
ISDA AGM - Isda AGM highlights - A meeting of minds
Special Report
Breaking the fall
Cover story: CMS spreads
Seeking high standards
Accounting
India - Personalities - Passages from india
Special Report
ISDA AGM - Michael Rees speech - Learning from crises
Special Report
A new breed
Credit Derivatives
Structural credit calibration
Damiano Brigo and Massimo Morini introduce first-passage models with time-varying volatility and random default barriers, while illustrating their tractability, exact calibration and economic interpretation. The models' behaviour on Parmalat data prior…
Short cut to nowhere
Derivatives accounting
Evolving trends in the US equity derivatives market
Sponsor's statement
After the storm
Cover Story
Alpha abounds
Hedge fund perspective
Fusing risk and finance
Technology
Essential assets
Hedge fund analysis
An unconfirmed success
Back office
An inside job
Q&A
The disclosure debate
Opinion
Lessons learned
Operational risk
India - Profile: Fimmda - The go-between
Special Report
Hong Kong’s SFC to tackle mis-selling
Hong Kong securities industry watchdog the Securities and Futures Commission (SFC) issued a report on 29 March, which sets out the regulatory challenges and risks that the SFC faces and the strategies to address them. One of the key objectives in the…
Fed releases NPR for US Basel II implementation
The Federal Reserve has released the notice of proposed rulemaking (NPR) for the delayed implementation of Basel II in the US. In this first draft, the Federal Reserve approved a proposal that bank regulators hope will ensure banks maintain prudent…
BNP Paribas launches Shield products
BNP Paribas has launched the BNP Paribas Shield products – a suite of three listed funds. All three funds offer investors a defined redemption price for each share bought. However, the return of each of these funds is linked to the final level of an…