Risk magazine - Volume 24/ Number 1
Articles in this issue
Investec to issue collateralized notes
Investec is to become the third issuer of collateralised notes as it indicates a January launch.
The Brazil experience
Changing the market structure
China sets scene for credit derivatives
China gets credit
The Universa approach to hedging tail risk
Profiting from disaster
Lifetime achievement award: John Hull
Risk awards 2011
The power of defunct economists
The power of defunct economists
Law firm of the year: Davis Polk & Wardwell
Risk awards 2011
Insurance risk manager of the year: Metlife
Risk awards 2011
Clearing house of the year: LCH.Clearnet
Risk awards 2011
Hu takes leave of the SEC
The Fin man
Trading system of the year: Hummingbird, Royal Bank of Scotland
Risk awards 2011
Pension fund risk manager of the year: Pension Protection Fund
Risk awards 2011
Equity derivatives house of the year: Société Générale
Risk awards 2011
House of the year: Deutsche Bank
Risk awards 2011
Derivatives research house of the year: Deutsche Bank
Risk awards 2011
Credit derivatives house of the year: Credit Suisse
Risk awards 2011
Foreign exchange derivatives house of the year: JP Morgan
Risk awards 2011
Commodity and energy derivatives house of the year: Barclays Capital
Risk awards 2011
Lessons in clearing from Brazil
Been there, done that
Credit portfolio manager of the year: HSBC
Risk awards 2011
Corporate risk manager of the year: BMW
Risk awards 2011
Derivatives exchange of the year: CME Group
Risk awards 2011
Hedge fund derivatives house of the year: Deutsche Bank
Risk awards 2011
Inflation derivatives house of the year: Deutsche Bank
Risk awards 2011
Interest rate derivatives house of the year: Barclays Capital
Risk awards 2011
Structured products house of the year: BNP Paribas
Risk awards 2011
Hedge fund of the year: Paulson & Co
Risk awards 2011
In-house system of the year: Advanced Repo Curves, Barclays Capital
Risk awards 2011
Bank risk manager of the year: Deutsche Bank
Risk awards 2011
CFTC releases rules for Sefs
Sef and sound?
Quant of the year: Vladimir Piterbarg, Barclays Capital
Risk awards 2011
The debate over CCP central bank liquidity
The liquidity access debate
Risk awards 2011
Risk awards 2011
Risk managers search for eurozone defences
Danger zone
Emerging markets
Special report
Choice of collateral currency
Choice of collateral currency
The CMS triangle arbitrage
The CMS triangle arbitrage
Basel Committee tweaks counterparty risk rules
Basel Committee makes alterations to counterparty credit risk rules
CFTC proposal sparks scrap over CCP membership
CFTC proposal sparks row over CCP membership
The quant delusion
The quant delusion
Fair-value accounting for CVA
Fair-value accounting for CVA
What Basel III means to us
What Basel III means to us
Risk Forum: client clearing - a clear market move
A clear market move
Sponsored statement: OpenLink
Hard markets for softs? The case for holistic risk management in agricultural commodity markets
People moves
Lubke takes on regulatory role at Goldman
Sponsored statement: Société Générale
CEE and Russia in the spotlight – Société Générale interest rate and forex team focuses on the Russian corporate world
Some peripheral euro countries do not deserve 'developed' status – Bremmer
Q&A: Ian Bremmer, Eurasia Group