Opinion
The time for using insurance for op risk has come
EDITOR'S LETTER
Broaden valuation options
In the same way credit risk managers used to question how a loan would be repaid if the primary means of payment were to fail, so banks ought to ask if there is another way to value structured credit investments if market liquidity were to dry up, argues…
Regulatory reaction
Editor's letter
Talking Point
Emerging markets
Editor's letter
Editorial
Column: Andrew Kasapis
Hedge funds are using correlation strategies to take advantage of widening CDS spreads
Column: Nigel Sillis
The structured products that were once viewed as the F1 cars of the financial world - complex, efficient, high-performance - are now looking more like exhibits from Wacky Races
Legal Spotlight
ABS investors may shudder at the mention of the word 'subprime', but that shouldn't deter issuers from using securitisation to raise capital. In our special extended feature, Neal Handa and Bruce Bloomingdale look at how the credit crisis has affected…
Regulators need to rethink their approach to op risk
EDITOR'S LETTER
Your trusted adviser
Editor's letter
Necessità di cambiamento
Commento
Really too big to fail?
Are bulge-bracket investment banks really too big to be allowed to fail? Despite the upheavals such a failure would cause, the consequences may have been overblown, argues David Rowe