Risk magazine - Volume17/No10
Articles in this issue
Credit funds weigh LBO risks
New Angles
The revolution starts here
Russian derivatives
With a bang or a whimper?
Feature
Learning from Esops’ fables
Corporate Risk
People
People
Insurers weather US storms
New Angles
The threat to fund managers
Feature
Hedge funds solve the risk culture puzzle
Cover story
The top stories from RiskNews
Feature
The key to successful client solutions
Dealer Profile
The poet of risk regulation
Interview
A ticking time bomb?
Comment
Captain currency
Profile
Nordic risk
Introduction
Credit risk
Introduction
A developing asset class?
Emerging market CDOs
Tech vendors on a roll
Technology survey
A challenging environment
Sponsor's statement
Simulating the credit risk of asset-backed securities
Sponsor's statement
Citigroup marries business and technology
Credit risk systems
CDOs: New buyers, new trends
Sponsor's statement
The region’s cutting edge
Profiles
CDOs come of age
CDOs
Views from the bridge
Governments
Duke Street: a CDO success story
Profile
Young and booming ETF markets in Scandinavia
Corporate statement
Maximum drawdown
The maximum loss from a market peak to a market nadir, commonly called the maximum drawdown (MDD), measures how sustained one’s losses can be. Malik Magdon-Ismail and Amir Atiya present analytical results relating the MDD to the mean return and the…
Detecting market abuse
Financial regulators need a way to detect market abuse in real time. Marcello Minenna has developed such a procedure that can detect, for each quoted stock and on a daily basis, the presence of market abuse phenomena by means of a set of tripwires that…
In the core of correlation
The single-factor Gaussian copula model has become a benchmark for the pricing and risk management of basket credit derivatives and synthetic CDO tranches. However, recent months have seen the development of a market for tranched synthetic indexes,…
