Structured products
Time to adapt copula methods for modelling credit risk correlation
In an evolving market, a new standard for the price quotation of credit products that models correlated changes in credit spreads as well as default times is needed, argues Darrell Duffie.
ABN Amro targets Asian CDO market
ABN Amro has closed a single-tranche synthetic collateralised debt obligation (CDO) for a Singapore asset manager, its second deal in a month and its first with a Singaporean investor.
Wayne's WirelessWorld
Playing to the strengths of its management team, the Perennial Growth Fund is finding opportunity in the technology and media sectors
Russian renaissance
Russia was once regarded as a risky play in thin markets of a deeply indebted nation. however, Brunswick's Russian Directional Fund finds otherwise
Energy sector heats up as japan offers returns
Managers are enthusiastic about Japanese long/short and the yen, while demand for energy and metals is helping global macro
The fund of hedge funds reporting quandry
Performance reporting
Pioneer spirit
Business Profile
keeping everybody happy
Funds of funds
Euro's rally proves costly while yen offers chance to go short
Foreign exchange
The iconoclast of Brooklyn
Victor Niederhoffer was one of the world's best-performing hedge fund managers. Then he lost it all. But now the renowned speculator and five-times US squash champion has bounced back. Navroz Patel talks to him about his return from the brink
From cyclical booms to structural strength
Emerging markets
A taste of corporate risk
Profiles
The case for independent risk management committees
Corporate governance
The costly road to compliance
Sarbanes-Oxley
Index in-crowd
Fitch Ratings
Editor's letter
opinion
Severity of default is key
CDO guide: recovery rates
A sterling effort
exchange-traded funds
Uncovering covered bonds
Credit forum
The return of event risk
event risk