Risk magazine - VOL 15 / NO 2
Articles in this issue
Job moves
QUOTE OF THE MONTH: - “I can’t get rid of the stupid thing” Lev Borodovsky, co-founder of Garp, describing difficulties negotiating a transfer of ownership Source: RiskNews, January 16
The vanilla explosion
Business in three- to five-year vanilla default swaps now accounts for around a third of the market’s total notional outstandings. With many dealers reporting twofold or more growth in volumes, the credit derivatives market is now in full stride.
Awake at the wheel
While the markets worried that Dynegy could follow Enron into the abyss, Glenn Labhart’s risk management team helped to keep the trading firm out of trouble.
The Risk 2002 commodity & energy derivatives rankings
Volatile energy markets, plummeting metals prices, September 11 and the implosion of Enron: 2001 was an eventful year for the commodity and energy derivatives markets. Kevin Foster and John Ferry introduce our annual rankings of dealers and brokers