Feature
Sponsor's article > Dynamic benchmarks
One of the biggest challenges in effective risk reporting is avoiding the trap of mind-numbing routine. David Rowe argues that dynamic benchmarks and exception highlighting are ways of keeping such reports relevant and useful, thereby maintaining…
Estimating default correlations using a reduced-form model
Robert Jarrow and Donald van Deventer show how to estimate default event correlations using a reduced-form model with historical default data.
The not-so-great pretender
qualified investor schemes
The French connection
country focus: france
Investors wise up to structured products
collateralised debt
Distressed debt managers eye up troubled US automotive companies
distressed debt
Revisiting hedge funds: the institutional investor's perspective
pension investing
Glacier Re: a wise start-up?
reinsurance
Investors get specialised in their allocation to US fund managers
Equity long/short
The kicker in commodities
Retail
HSBC maintains metals dominance
Commodities
Hedge funds drive activity
Energy rankings
Energy and commodities
Introduction
How op risk mitigants affect regulatory capital
For banks to develop an efficient operational risk hedging strategy, they need to consider the capital impact of the four main mitigant types: insurance, business continuity management, controls and staff training. By Niclas Hageback
High-five for credit
market review
Who said what?
credit quotes
Record-breaker
high yield
Cleaning up their act
Landesbanks
Introducing CCOs
product launch
An integrated approach
Credit research
Editor’s letter
opinion
Rocky road ahead – proceed with caution
high yield