Opinion

From alpha to omega

The standard measures of credit risk do not efficiently capture the possible distribution of losses on a portfolio. But the Omega function may provide a solution for investors. Gene Yeboah

Systemic risk capital

We have seen what can happen when the size of financial institutions rivals - or even surpasses - that of their home countries. It may be time to limit the size of institutions through imposition of systemic risk capital requirements, argues David Rowe

Time to take stock

Plenty of pressure will be put on financial institutions to strengthen risk management processes in the wake of the financial crisis. However, firms might be better served focusing on getting the basics right, rather than necessarily doing more, argues…

Legal Spotlight

The ECB has set minimum standards that ABS must meet if issuers are to use the securities as repo-eligible funding. Angus Duncan assesses the impact of these new rules on existing ABS

The danger of two cultures

A 50-year-old essay on the failure of communication between scientists and literary intellectuals might offer lessons for the future of modern finance, argues David Rowe

Basel's not faulty

Basel II has attracted its fair share of criticism in the wake of the financial crisis. Ahmet Yetis argues much of this criticism is unfair

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here