Infrastructure
Hedge funds - Prime time
South Africa
Constant proportion portfolio insurance - Playing on protection
Equity derivatives
Accurate options pricing for all
SuperDerivatives has entered the energy world with big aims - to bring transparency and increased liquidity to options markets. Oliver Holtaway looks at the company model, and asks how big a splash it's likely to make
Hedge fund technologies
Energy markets continue to attract hedge funds - but, as recent high profile losses have shown, operating in them is challenging. Having the right trading and risk management IT is essential. Stewart Eisenhart reports
Risk management for LDCs
US Gas Distribution Companies, long experienced in managing volumetric risk, now face market risk, high commodity prices and credit risk. Matthew Frye looks at strategies to model these risks in aggregate
Using options theory for commodity spreads
Market risk for a real option asset can be effectively managed using a spread option model. Raymond Cheng and Walt Tyrrell demonstrate the enhanced risk-adjusted performance of optional refinery capacity with a historical back test
Catching the wind
After a 20-year hiatus, the US wind power industry has grown rapidly in the past two years. Its future, however, depends on Congress drawing up clear, long-term legislation, finds Neil O'Hara
Surveying risk management
How is risk management viewed in your company? Are there risks you would like to measure but don''t? Which methodologies are most commonly used? What should the discipline tackle next? Our latest survey reveals all
Upgrading the rating process
As the debate rages over the usefulness of credit ratings, Moody's unveils a set of credit risk indicators derived from market movements. Will 'market implied ratings' silence the agencies' critics? Nikki Marmery investigates
Upwardly mobile
Korea
High yield
Talking point
Which STP service is the best fit for you?
Plugging in to STP
Industry unites against FSA's benchmark pricing proposal for MiFID
FSA plans to impose a benchmark-based pricing system on dealer-led markets have been savaged within the industry. The main objections revolve around liquidity
The EDS dustbin
As the market talks up CDS of ABS and loan CDS as the next big things, StreetCred warns readers not to forget the fate of equity default swaps
Back to basics
We take you back to the credit basics to review everything you thought you already knew but were too afraid to ask... Christopher Davenport of Citigroup's convertible bonds group in London explains the basics of convertible bonds
Sunay shah
The CEO and co-founder of CDO Software talks to Hardeep Dhillon about his aim to bring more transparency to the increasingly complex and opaque world of CDOs
Kevin Colglazier
The head of fixed income at Standard Asset Management in London, discusses the firm's activity in emerging markets
Briefs
Compliance Tools
Briefs
Regulatory Updater
Consortium plans Mifid IT
Regulatory Updater
Learning from experience
Sponsored roundtable