Structured products
The T. ROWE method
profile
Constitutional lessons
INDUSTRY COMMENT
Crisis of correlation
Cover Story
A place on the grid
Technology
NPD losses force wind down
New angles
German banks in mezzanine finance row
New angles
RiskNews
RiskNews
At long last...
Risk Analysis
Coping with copulas
Book review
The quanto conundrum
Accounting standards
An implied paradox
Forex options survey
Credit cycle turning, say ratings firms
New angles
Financial alchemy
Relative value
China expands FX market
New angles
Wrapping risk
Monolines
Living with recognition
Accounting standards
Consolidate to accumulate
Profile
UK property derivatives under spotlight
Though the UK commercial property derivatives market appears to be finally taking off, barriers to liquidity and efficiency remain, said derivatives professionals at a seminar held by law firm Field Fisher Waterhouse earlier this week.
iTraxx credit-linked notes launched
International Index Company, the Frankfurt-based firm that administers the European and Asian iTraxx credit derivative indexes, has launched three five-year iTraxx credit-linked notes.
Building a risk culture
German bank WestLB appointed its first chief risk officer, Matthijs van den Adel, last year after posting heavy losses in 2002 and 2003. His first job was to restructure the bank’s entire risk management framework. By Duncan Wood
Mexican structured bond issuance in 2005 hits $2 billion
Standard and Poor’s said that $2.03 billion worth of Mexican structured bonds have been issued so far this year. And with US dollar-denominated paper becoming more popular, use of derivatives in transactions is increasing.
CME to launch more weather contracts
The Chicago Mercantile Exchange (CME) is set to list weather derivatives contracts for more cities in the US and Europe and to introduce two new types of weather contracts - probably by early July. Demand for CME weather contracts is fast increasing: as…
What has op risk to do with ‘credit’ ratings?
How should credit rating agencies include op risk in their assessment of firms’ creditworthiness? By Choongo Moonga