Risk magazine - Volume17/No9
Articles in this issue
Architecture and compensation
The risk architect
The misdirected directive?
Asset management
The top stories from RiskNews
Feature
Seduced by CDOs
Cover Story
Risk transfer without tears
Feature
A new road to recovery
Emerging markets
Push for the podium Click here to view results
Inter-dealer rankings 2004
Rethink for hedge funds as CoCo market turns sour
Convertible arbitrage
Are equity analysts blind to risk?
New Angle
Low implied volatility hampers activity
New Angles
Job moves
People
Op risk and Black Swans
Risk analysis
Overall results
Inter-dealer rankings 2004
Who owns a credit rating?
Comment
Corporates wise up to oil hedges
New Angles
Russia sees structured equity rise
New Angles
Booming Banorte
Profile
Liquidity pools prove key
Inter-dealer brokers
Anatomy of a merger
Dealer profile
Risk management for investors
Introduction
Building returns through overlay
Foreign exchange
Settling on a standard
Technology
Increasing returns through managing risk at source
Pension funds
The index link
Hedge fund indexes
Passive investing gets active
Hedge fund indexes
Guaranteeing variable risk
Fund profile
Correlating market models
While swaption prices theoretically contain information on interest rate correlation, Bruce Choy, Tim Dun and Erik Schlögl argue that, for any practical purpose, this information cannot be extracted. Care must therefore be taken when pricing correlation…
Smile dynamics
Traditionally, smile models have been assessed according to how well they fit market option prices across strikes and maturities. However, the pricing of most recent exotic structures, such as reverse cliquets or Napoleons, is more dependent on the…
