Infrastructure
High-grade dreams
Special report Russia
Nykredit Markets’ mortgage prepayment model
Sponsor's Statement
CMBS in the Nordic region
Sponsor's Statement
Creating successful clearing solutions
Sponsor's Statement
The power of the CDS
Credit default swaps
Buying and selling risk
Risk budgeting
Buying in, not selling out
Career changes
Risk systems take a back seat
Systems
ELIs off to a slow start
New angles
Paths to deregulation
Energy
Isda in Japan documentation change
New angles
A need for preparation
IAS 39
Reaping the advantages of Basel II
PRACTITIONER ANALYSIS
CLS currency settlement system goes live
FRONT PAGE NEWS
The Basel II capital accord: op risk proposals in brief
BASEL II UPDATE
Correlation and credit risk
Active development of full credit portfolio modelling continues apace, even though it is not recognised in the proposed Basel II framework. An important issue is the relationship between probability of default and loss-given default. In this last of four…
Artificial intelligence advances
Artificial intelligence is widely seen as more science fiction than science, a grab bag of 1960s theories that never panned out. But while computers still can’t grasp the difference between concepts such as ‘breadbox’ and ‘Chicago’, artificial…
RiskNews review
For breaking news on derivatives and risk management, see RiskNews – www.RiskNews.net
FAS 133: routine or ruinous?
The Association of Finance Professionals, a 14,000-strong group of corporate treasurers and finance officials, gave Risk an exclusive look at its just-completed member survey on the implementation and consequences of FAS 133. Two years after the…
Global derivatives rankings 2002
For Risk’s 11th annual inter-dealer rankings, we have refined our categories and polled hundreds of market participants to reveal which firms are the best in the business. Introduction and rankings compilation by John Ferry, with additional research by…
Innovation fuels Italy’s securitisation boom
Tax changes and increasing corporate credit risk have prompted Italian dealers to look for new assets to securitise.