Structured products
DDQ re-issues commodity-linked structured product
Dawnay Day Quantum (DDQ), a division of London-based financial services and property investment company Dawnay Day, has re-issued its commodity-linked structured product aimed at both the institutional and retail markets.
The importance of ALM
The crossfire between the International Accounting Standards Board and the European Commission seems to have left corporates bewildered about the implications of IAS 39. Risk talks to leading advisory groups and corporates about the challenges ahead, and…
Citibank cut out
The suspension of Citibank’s private banking business by the Financial Services Agency in September has brought to light a catalogue of internal control and governance failures within the bank’s Japanese operations. And with Citi now cut out of the…
Mind your behaviour
Hedge fund managers are becoming interested in behavioural theory, anincreasingly influential branch of economics that describes the role of intuitivebias in investment decision-making. According to one finance professor,behaviouralism provides valuable…
The game of life
UK life insurers have faced a new regulatory regime in the aftermath of the guaranteed annuity options disaster, which has led them to rethink their use of derivatives. Nicholas Dunbar talks to four leading life companies
Reducing risk through insurance
In this article, Silke Brandts describes a general algorithm for quantifying the risk-mitigating impact of operational risk insurance. She then presents a simple haircut approach to incorporate residual risks inherent in the insurance contracts into the…
Structured finance ratings given BIS OK
The structured finance ratings business was given a clean bill of health today by the Bank for International Settlements (BIS), with a few caveats.
Barclays Capital wins derivatives house of the year in 2005 Risk Awards
Barclays Capital, the UK-based investment bank, scooped the prestigious Derivatives House of the Year Award in Risk magazine’s sixth awards for achievement in risk management.
HSH takes a long-term view
Company profile
Has the death of merger arbitrage been greatly exaggerated?
merger arbitrage
Time for relative returns
performance measurement
Fixed income managers search for riches as standard products fall flat
SPECIALIST FIXED INCOME
Size counts...
remuneration
Reopen for business
As GAM reopens some of its multi-fund hedge portfolios to new investors, David Smith reflects on the hedge fund industry, GAM's progress and staggering intake of money in 2004
Tailor-made money makers
structured products
Awarding excellence
awards
Editor’s letter
Editorial
Grinding to a halt in Taiwan
Asian bonds
Euro indices battle it out
Special report: Indices
Hybrid structured products are hotter than ever
Sponsored statement: BNP Paribas
Scottish Widows looks South
Company profile