Foreign exchange
Classical volatility estimator may become unreliable, says Deutsche
Increased levels of intra-day volatility in the US interest rate derivatives market could make traditional approaches to estimating volatility unreliable, according to research by Deutsche Bank.
Bank One set to launch options desk in London
Bank One has hired two senior dealers to set up a new foreign exchange options desk in London, a senior official at the Chicago-based bank told RiskNews' sister publication, FX Week .
Survey sees rise in hedge fund investing by US institutions
Of over 1,000 US institutional investors surveyed by Greenwich Associates, a financial research and consulting firm based in Greenwich, Connecticut, one-third of the 203 funds with hedge fund stakes plan to invest more money in 2003, and not one fund…
Power asset prices plummet
Finance
FMCL launches Asian oil forward curve data
The Forward Market Curve Limited (FMCL) has launched the first module of its ForwardMarketCurve (FMC) product – an all-broker methodology for achieving robust and accurate price discovery in forward commodity markets.
Cofiri’s risk transformation
Investment banking
On the ball
Relegation risk
Flies in the ointment
Outstanding issues
Worth the trouble?
Collateral managers
Bespoke panacea?
Substitution rights
Diversity scoring for market value CDOs
Cutting edge: Risk measurement
Insurance companies’ slow embrace
Credit derivatives
“We need a better Basel Accord”
Securitisation
CDO market looks to a broader asset base
Collateral
Solutions or smokescreens?
Structural enhancements
Basel II: a continental rift
Implementation
Protecting the investor
Roundtable
On a wing and a prayer
Airlines