Risk magazine - 2007-09-01
Articles in this issue
Steps to success
Risk Australia Rankings 2007
Limiting liabilities
Liability-driven Investment
A matter of interest
Sovereign Debt Management
A fluid state of affairs - Liquidity risk management policies are set to change
Sponsored Statement
Rush for assets
Infrastructure
Berating agencies
Rating Agencies
Catching a credit cold
Comment
Limited fallout
Credit
Ahead down under
Basel II
The best-laid plans ..
Strategic Risk
Rio's gamble
Commodities
Going downturn
There is much debate regarding the definition of 'downturn' loss given default (LGD). In this article, Michael Barco offers an analytic approach for calculating downturn LGD so that credit risk capital is not underestimated or overestimated
