Infrastructure
Credit risk systems: Getting the risk right
The requirements of the new Basel Accord are prompting some banks in Asia to begin implementing sophisticated credit systems, but there are still some obstacles to overcome.
Interest rate derivatives house of the year
Asia Risk Awards 2002
Factoring in stock options
In the wake of recent corporate scandals, support has spread rapidly for including the cost of employee stock options as an expense item in corporate income statements. David Rowe argues that while some reform is appropriate, present trends could end up…
ABN Amro to release second iBoxx-linked note
ABN Amro is to issue a second credit-linked note early next week, called iBoxx 40, following the release of its iBoxx 50 credit-linked note in July. iBoxx 40 will be the first index-derived credit product issued in Swiss francs, with an initial issue…
Fannie Mae’s duration gap figure down in September
US mortgage agency Fannie Mae took the unusual step of disclosing its September duration gap figure yesterday, in a bid to alleviate concern about its risk management practice. The figures showed that the duration gap had fallen from minus 14 months in…
Out of the zone: nodal pricing takes hold
Congestion-constrained US electricity markets are likely to find relief with the arrival of a new pricing regime, reports Catherine Lacoursière
PFE: ahead of its time
Modelling
Reinventing the market
Cashflow CDOs
CDS: the quest for neutral pricing data
Price data services
Taming the FIX connection
With large firms now juggling dozens of FIX connections, industry organizations and vendors are trying to soothe the protocol’s first set of growing pains.
Insurance sector: moral hazard
Credit of the month
Europe embraces synthetic future
Sponsored article
Credit’s secrets
Hedge funds
iBoxx unveils range of liquid indices
Credit tech
Running to stand still
Indices
S&P launches CDO analytical tool
Credit tech
The third Asia Risk Awards
Asia Risk Awards 2002
House of the year and credit derivatives house of the year
Asia Risk Awards 2002
Hedge fund hopes
Profile
As good as gold
Commodities