Feature
Nordic risk
Sponsor’s statement
Widening the spectrum
Credit risk
Brick by brick
Mortgage risk
The financial institutions’ paradigm
Sponsor’s statement
A focus on ETFs
Structured products
Low credit risk withscarcity value
Sponsor’s statement
A step up the ladder
Basel II
Structuring away asset andliability mismatches
Sponsor’s statement
Nordic banking: meeting thederivatives complexity challenge
Sponsor’s statement
Counting on coal
NRG Energy's move to buy Texas Genco seems a wise one for a company with strong dark-spread exposure, but it has its risks, despite the target company being backed by an active hedging programme. Joe Marsh reports
A new sweet spot
Soft commodities
Tranche value on a yo-yo
Correlation trading
Risk and responsibility
Corporate governance
The evolution of variance
Cover story
Looking for an answer
Employee stock options
Pushing the boundaries
Accounting
Weapons for mass construction
Supranationals
Beyond long only
Hedge funds
The future of equity
China
Art of influence
Tom Wilson's work helped change the way the industry thinks about credit risk, alternative risk transfer and corporate risk culture. What now for ING Insurance's new head of risk management? By Navroz Patel
ABI launches loss event database for insurers
LONDON – A new loss event database for insurance companies was launched at the end of September by the Association of British Insurers (ABI), in conjunction with software firm SAS.
Time for multi-period capital models
Several financial institutions use single-period models to determine their credit portfolio loss distribution, calculate their loss volatility and assign economic capital. Here, Kevin Thompson, Alistair McLeod, Panayiotis Teklos and Shobhit Gupta…
US retail in the firing line
New guidance from the National Association of Securities Dealers has put the retailisation of the US market in the firing line, sparking anger and confusion among distributors and structurers alike. By Paul Lyon