Risk magazine - Volume18/No3
Articles in this issue
Revamp for US mortgage banks
New angles
Job moves
People
Is risk management dangerous?
Risk analysis
Just-in-time reporting
The risk architect
What banks can learn from Solvency II
Capital adequacy
Risk awards
Awards
What will Chicago do with the money?
New angles
The top stories from RiskNews
Feature
La Poste battles for top spot
New angles
The case for constant maturity default swaps
Credit derivatives
Investors seek out equity tranches
New angles
Books
Review
Derivatives and the Italian inquisition
New angles
Know your cashflows
Corporate risk management
The great swap market stand-off
Cover story
The private banking edge to Basel II
Bank capital
BoA in litigation firing line
New angles
Don’t be fooled by the surprises
Sponsor's statement
From politics to portfolios
Profile
Tackling risk in life
Sponsor's statement
The challenge of CDO squared
New angles
US inflation derivatives take off
ROUND TABLE DISCUSSION
From Europe to the world
Fund profile
Hedge fund risk management
Introduction
Mountain climbs
Fund profile
The benefits of diversity
Fund profiles
Clear thinking needed
Systems
Enterprise in Edinburgh
Fund profile
A head for inter-commodity spreads
Fund profile
Bo’s back with a new fund
Fund profiles
Common interests
Interest rates
Rating properties and their implications for Basel II capital
Internal ratings
Replication of flexi-swaps
Ingmar Evers and Farshid Jamshidian describe a relatively new product known as a flexi-swap and discuss its application in securitisation. A flexi-swap gives a counterparty an option to amortise the interest rate swap at an accelerated pace. They show…
