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Back to the future

Current developments in exotic interest rate products push the demand for more sophisticatedinterest rate models. Here, Jesper Andreasen presents a new class of stochastic volatility multifactoryield curve models enabling quick calibration and efficient…

GFI buys Starsupply

Interdealer broker GFI Group has agreed to acquire Starsupply Petroleum, a leading broker of oil products and related derivative and option contracts.

Philippine Central Bank issues IAS 39 guidelines

The Philippine central bank, Bangko Sentral ng Philipinas (BSP), has issued guidelines for the adoption of financial reporting standards set by the International Accounting Standards (IAS) Board, including IAS 39 which deals with derivatives.

SGX teams up with CBOT

The Singapore Exchange (SGX) has teamed up with the Chicago Board of Trade (CBOT) to establish a commodities derivative exchange in the city-state.

CRO Forum study released

Industry body the Chief Risk Officer (CRO) Forum, which consists of the chief risk officers of Europe's leading insurers, is advancing the case for the use of proprietary internal models under Solvency II with the publication of a new in-depth report.

Thinking positively

How does one produce positive probability of default estimates if there are no default observations? Katja Pluto and Dirk Tasche propose a statistically based methodology to derive non-zero probabilities of default for credit portfolios with none or very…

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