Risk magazine - Volume18/No1

• Awards

End-user awards – Corporate risk manager of the year - Lufthansa

Awards

• 01 Jan 2005

• Awards

CDO manager of the year - Babson Capital

Awards

• 01 Jan 2005

• Insurance

The importance of ALM

Accounting standards

• 01 Jan 2005

• Structured products

The top stories from RiskNews

Feature

• 01 Jan 2005

• Awards

Energy derivatives house of the year - Deutsche Bank

Awards

• 01 Jan 2005

• Structured products

Fitch buys Algorithmics

New angles

• 01 Jan 2005

• Structured products

Structured products linked to hedge fund returns

Class notes

• 01 Jan 2005

• Awards

Trading initiative of the year - DJCDX and iTraxx

Awards

• 01 Jan 2005

• Awards

Derivatives exchange of the year - Chicago Board of Trade

Awards

• 01 Jan 2005

• Awards

End-user awards – Insurance - Norwich Union

Awards

• 01 Jan 2005

• Awards

End-user awards – Hedge fund - Brevan Howard

Awards

• 01 Jan 2005

• Awards

Technology award – Technology platform of the year - SwapsWire

Awards

• 01 Jan 2005

• Awards

Credit derivatives house of the year - Deutsche Bank

Awards

• 01 Jan 2005

• People

Job moves

People

• 01 Jan 2005

• Awards

Quant of the year - Philipp Schönbucher

Awards

• 01 Jan 2005

• Awards

Structured products award for innovation of the year - JP Morgan credit equity tarn

Awards

• 01 Jan 2005

• Awards

Currency derivatives house of the year - UBS

Awards

• 01 Jan 2005

• Awards

End-user awards – Pension fund - Ontario Teachers’ Pension Plan

Awards

• 01 Jan 2005

• Awards

Derivatives house of the year - Barclays Capital

Awards

• 01 Jan 2005

• Awards

Interest rate derivatives house of the year - UBS

Awards

• 01 Jan 2005

• Rankings

JP Morgan reorganises US operations after trading losses

New angles

• 01 Jan 2005

• Regulation

A bank as a manufacturer

The risk architect

• 01 Jan 2005

• Awards

Technology award – New software product of the year - Credit Trader

Awards

• 01 Jan 2005

• Structured products

Counterparty risk – the next generation

Risk analysis

• 01 Jan 2005

• Awards

Equity derivatives house of the year - Société Générale

Awards

• 01 Jan 2005

• Awards

Lifetime achievement award - Bill Winters

Awards

• 01 Jan 2005

• Awards

Bank risk manager of the year - Walter Stuerzinger, UBS

Awards

• 01 Jan 2005

• Awards

Commodity derivatives house of the year - Goldman Sachs

Awards

• 01 Jan 2005

• Awards

End-user awards – Sovereign risk manager of the year - The German Finance Agency

Awards

• 01 Jan 2005

• Awards

Technology award – In-house system of the year - CredIM

Awards

• 01 Jan 2005

• Structured products

HSH takes a long-term view

Company profile

• 06 Jan 2005

• Derivatives

A wrong-way bet

Trading losses

• 01 Jan 2005

• Infrastructure

The main challenge remains the same

Profile

• 01 Jan 2005

• Credit risk

German banks get to grips with a new lending reality

Loan pricing systems

• 01 Jan 2005

• Derivatives

Forex appeal

Foreign exchange

• 01 Jan 2005

• Credit derivatives

Credit risk

Introduction

• 01 Jan 2005

• Foreign exchange

Reducing long-term forex transaction risk under volume uncertainty

Coporate hedging

• 01 Jan 2005

• Credit risk

From Basel II to Basel III

Portfolio risk

• 01 Jan 2005

• Credit risk

Estimating default correlations using a reduced-form model

Credit risk : Cuttingedge

• 01 Jan 2005

• Credit derivatives

Market models for CDS

In August 2004, Risk published an article on the pricing of credit default swap (CDS) options entitled A measure of survival by Phillip Schönbucher. Here, Damiano Brigo provides an alternative derivation of the CDS option pricing formula based on Cox

• 01 Jan 2005