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Foreign exchange

From alpha to omega

The standard measures of credit risk do not efficiently capture the possible distribution of losses on a portfolio. But the Omega function may provide a solution for investors. Gene Yeboah

Rick Watson

Securitisation has been damned as the carrier that took the subprime contagion to institutions across the world, but the head of the European Securitisation Forum insists that the real economy needs this funding source more than ever. Matthew Attwood…

Roche

An in-depth look at the primary market's most innovative transactions. This month: the $16bn deal from Swiss pharma firm Roche, and Westpac's yen issue

Missing link

Banks are unable - or unwilling - to hold bond inventory for resale in the secondary markets, meaning that their traditional role as middleman in the buying and selling of bonds is not being fulfilled. William Rhode looks at whether things will continue…

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