Feature
Banking on a more advanced approach
AMA MODELS
In the line of fire
In the global fight against money laundering, financial institutions are developing various hi-tech weapons. Peter Madigan reports
The Parthenon freeze
Features
Betting against the firm
Editor's Letter
Untangling the system
Features
Deal of the year - Aegon
Features
A taxing transition
Taxation
The technology test
Trading systems
A matter of principles
Cover story
Corraling correlation
Strategies
Replicating hedge funds
Cover story
Micro scope widens
India Risk - Micro-finance
Rush for assets
Infrastructure
Guaranteed clashes
India Risk - Structured products
China's challenges
Special Report - China
Cracking VAR with kernels
Value-at-risk analysis has become a key measure of portfolio risk in recent years, but how can we calculate the contribution of some portfolio component? Eduardo Epperlein and Alan Smillie show how kernel estimators can be used to provide a fast,…