Feature
Concerns raised over patent-related op risks
MANAGEMENT INTELLIGENCE
Blackberry shutdown avoided
COMPLIANCE TOOLS
Business Signatures unveils real-time tool
FINANCIAL CRIME
$24bn outsourcing growth for 2006
MANAGEMENT INTELLIGENCE
Agencies help Katrina-hit banks
BUSINESS CONTINUITY
Value for money
Embedded value
Learning from adversity
Swedish Life Companies
Pensions
Introduction
A gilt complex
Supply and Demand
The waiting game
Q&A
SPA Newswire
North America
The right tool for the job
Regulation Update
Pushing protection
India
Rediscovering risk
Italy
Breaking barriers to high net growth
Malaysian regulation
Timetable trouble
Basel II
Standing alone
Commodity funds
Seoul searching
Korea regulation
Inflation-indexed securities - Inflation with a smile
In the current inflation-indexed markets, most traded options have zero or even negative strikes. This highlights the need for a smile-consistent valuation of caps and floors on inflation rates. To this end, Fabio Mercurio and Nicola Moreni propose a…
Optimal allocation to hedge funds
Lionel Martellini and Mathieu Vaissie argue that it is only by taking into account the exact nature and composition of their existing portfolio that institutional investors can maximise the benefits they can expect from investing in hedge funds. To this…