Feature
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.
Regulator hits back at Basel II critics
Much of the complexity for which the Basel II bank capital accord is criticised is the inevitable result of three highly desirable features of the pact - namely, risk sensitivity, wide applicability and the shifting of the task of risk measurement to…
Insurance companies - On the road to Basel III
UK regulators want to harmonise regulation of the financial services sector - and they have insurance companies in their sights.
Beyond STP: Staying Connected
Connections sometimes fail. Having a plan for monitoring message flow can be key to STP.