Infrastructure
Chinese, Vietnamese and Indonesian banks most risky in Asia
Banks domiciled in China, Indonesia and Vietnam are the most risky in Asia when it comes to economic and industry risk combined with problem assets, according to a 14-country study by rating agency Standard & Poor’s (S&P).
Sponsor's article > Credit derivatives: will the market keep expanding?
This article aims to give a brief overview of some of the main trends in the credit derivatives market and also proposes to analyse some of the underlying reasons why this market is experiencing such a boom.
Sponsor's article > Preparing for Basel II - how urgent?
Delays in Basel II have lulled many into complacency. But despite lack of final details for the regulations, David Rowe argues it is not too early to begin planning and initial implementation.
Shifting sands in the CB market
Convertible bonds
Pinching the systems penny
Trading technology
Tied up in FASB’s knots
Corporate equity tools
Portfolio allocation to corporate bonds with correlated defaults
This article deals with the problem of optimal allocation of capital to corporate bonds in fixed income portfolios when there is the possibility ofcorrelated defaults. Under fairly general assumptions for the distribution of thetotal net assets of a set…
All power to PRDC notes
Forex structured products
Reacting to spreads
Credit derivatives
A question of priorities
Basel Accord
Pooling the resources
Securitisation
Looking for alternatives
Hedge funds
Tracing Transparency
Corporate bond traders are hesitantly embracing greater transparency and trying to figure out how to use it.
Budgeting for 2003
Deutsche Bank, Merrill Lynch and State Street outline how next year's budget will be spent. For starters, it will be spent cautiously.
Diversification of Morgan Stanley
One year after Sept. 11, Morgan Stanley contemplates a simple thought with complex repercussions: Don't put all of your eggs in one basket.
Back to Bayesics
Gerald Sampson, of Saratoga Consulting, argues that a Bayesian approach to analysing transaction failures produces superior results.
Legg Mason Gets a Leg Up on Disclosure
Baltimore-based Legg Mason is one of the first firms to tap software to comply with NASD Rule 2711 about disclosing conflicts of interest.
Reaping integration rewards
In the October issue of Risk, Clive Davidson discussed the integration of ALM and ERM technology. Here, in a second article, he profiles the firms that have tackled this project and reviews the challenges, advantages and pitfalls of the integration…
Forced to fit in
Cover story
Hunter hunted
People news
Internal risk rating systems for banks
Sponsored article
Deconstructing the market
High yield