Infrastructure
In active pursuit
Profile
Ratingagenturen unter Beschuss
Ratingagenturen
Eine große glückliche Familie
Optionspreismodelle
Ein Jahr der Extreme
Deutsches Risk Rankings 2007
Not stressed enough
Stress testing
Breaking point?
Cover story
Isda's man in China
Profile
Overrated regulation
Risk management
Raising ETS issues
Australia emissions
A narrowing gulf
Basel II
Sharia contravention
Islamic products
The risk of one
Fund derivatives
Forgotten, but not gone
Inflation
All dried up
Liquidity risk
Not so bullish
Spain
Cutting the Gordian knot
Basel II remains wedded to incremental extensions to the market risk rules. It is time for a bolder approach in this area, argues David Rowe
Marking to mayhem
Market ups and downs have produced a roller-coaster ride for mark-to-market valuations of structured credit. Funds have responded by suspending net asset value calculations, arguing it is impossible to fairly value assets held by them under present…
The value of a system
Collateral management