Risk magazine - 2007-03-01
Articles in this issue
Sweet and sour
Crude oil
Valuing bond index options in South Africa
Sponsored Statement
Default and recovery correlations - a dynamic econometric approach
Integrating coherences between defaults and loss given default (LGD) is postulated by Basel II. If there is a positive correlation between the two, separate models for each lead to biased estimates for the LGD parameters, and the economic loss is…
Building protection
Structured products
A model of self-regulation
Comment
Secondary thoughts
Secondary market
Less is more
Hedge Fund Replication
Widening the net
Profile
The road to Basel II
Basel II
The metals bubble
Metals
The vanna-volga method for implied volatilities
Cutting Edge - Option pricing
Who's dropping the carry trade?
Foreign Exchange
Over the wall
Compliance
Sharia on the rise
Comment
The African
Securitisation
Looking to new heights
Inflation
Data's destiny
Grid Computing
Seeking sukuk
Islamic bonds
