Infrastructure
Back on the ranch
Profile: Ralph Liu
Cash for old smoke
Carbon emissions
Keeping it simple
Profile: Towngas
Called to account
Japan auditing
A classic chinese recipe
Profile: Jean-Philippe Frignet
Correlation confusion
Retail Portfolio Risk
Dangerous perfection
Risk Analysis
Oil price stays high in 2006
Sponsored Statement
Laying the foundations
Credit Portfolio Management
Filling niches
Structured Products
Burnt by contango
Investors have poured tens of billions of dollars into commodity index products, but some claim the flood of capital has caused structural changes in commodity markets. And as spot prices fall, it could lead to an exodus of cash from these investments…
To hedge or not to hedge
While new derivatives-accounting standard IAS 39 should not in itself drive business decisions, reviewing risk-management practices as a result of the new rules may be no bad thing for corporates, says Duncan Mansfield
Solvency II – the progress so far
The 14 directives that make up the package that is Solvency I are comprehensively out of date in terms of capital adequacy and risk. Regulators began work on the new Solvency II framework in 2002, structured around a risk-based system that applies…
Super or supergrass?
After the corporate scandals of 2002, new rules were established to ensure staff have the chance to report any wrongdoing. However, as Peter Madigan discovers, it may be that whistleblowing schemes are seen as a token gesture
Isda publishes results of operations benchmarking survey
The International Swaps and Derivatives Association has published the results of its 2006 benchmarking survey. The association has been collecting results for this survey annually since 2000 and analyses performance data on operations of privately…
Sponsor’s article > Pan-European Credit Data Consortium Case Study: Credit Data Pooling by Banks for Banks
Institutions seeking to apply the internal ratings-based (IRB) approach under Basel II are required to provide accurate estimates of their credit risks. However, most banks do not have enough internal data on default and recovery to calculate reliable…
FSA issues consultation paper on regulatory reporting
The Financial Services Authority (FSA) in the UK has issued consultation paper 06/11, Integrating Regulatory Reporting (IIR), for investment managers, securities and futures firms, operators and trustees of collective investment schemes, venture capital…
Dow Jones launches Islamic Market China Offshore Index
Dow Jones Indexes has launched the Dow Jones Islamic Market China Offshore Index. The index represents companies that have been screened for compliance with Islamic principles and whose primary operations are in mainland China but trade at the Hong Kong…
Core and satellite for hedge funds, part II
academic paper