Risk magazine - Volume17/No11
Articles in this issue
Overhead or value-added?
Feature
The credit derivatives hook
Hedge funds
Job moves
People
Complex credit derivatives pricing
Corporate statement
Are dry freight forwards a damp squib?
New Angles
Diageo’s brand of risk management
Business risk
Koch takes intelligent risk to heart
Case study
The top stories from RiskNews
Feature
Integrating risk and finance
The risk architect
Asian central banks seek cover
New Angles
Derivatives change the high-yield fabric
Cover Story
Embracing risk
Comment
Rejuvenation through risk
Company profile
Eurodollar trading volume climb continues
New Angles
Fannie under fire from Ofheo
New Angles
Is corporate supply running dry?
Issuers
South Africa
Introduction
Regulation
Introduction
Inflation
Introduction
Setting the stage for Solvency II
Insurance
Consolidate your data for Basel II
Corporate statement
A long look at the short end
Maturities
Court and the act
Sarbanes-Oxley
Inflated demand
Investors
Basel II: the global challenge
Profile
Meeting the challenge of Basel II head on
Banking sector
French inflation swaps
Sponsor's statement
Hunt for returns brings product innovation
Structured finance
Helping issuance keep pace with demand
Corporate statement
Learning to live with currency normality
Risk management
Single stock futures on the JSE securities exchange South Africa
Corporate statement
The day of the hybrids
Hybrid structures
Standard Bank: A regional banking force with global reach
Corporate statement
Preparing for an end to deflation
Inflation-linked bonds
Incorporating policyholder expectations into ALM
European life insurers have recently improved their asset/liability management (ALM) skills.However, those efforts have been limited to the matching of guaranteed policyholder benefits.While bringing considerable insight, they also leave management with…
Mixed default modelling
Structural and reduced-form models are two well-established approaches to modelling afirm’s default risk. Here, Li Chen, Damir Filipovic/ and Vincent Poor develop a new default riskmodelling strategy based on combining these two frameworks in order to…
Maximum likelihood estimate of default correlations
Estimating asset correlations is difficult in practice since there is little available data andmany parameters have to be found. Paul Demey, Jean-Frédéric Jouanin, Céline Roget andThierry Roncalli present a tractable version of the multi-factor Merton…
