Risk magazine - Volume19/No1
Articles in this issue
Commodity derivatives house of the year BARCLAYS CAPITAL
Risk Awards 2006
Commoditising commodities
Hedge funds
Chop off those fat fingers
Comment
Interest rate derivatives house of the year BNP PARIBAS
Risk Awards 2006
Bank risk manager of the year MADELYN ANTONCIC, LEHMAN BROTHERS
Risk Awards 2006
Credit Suisse launches longevity index
New angles
Deal of the year CEDO, CREDIT SUISSE
Risk Awards 2006
Mexico launches $2.5 billion of warrants
New angles
Software product of the year ADAPTIV, SUNGARD
Risk Awards 2006
End-user of the year: Corporate VIVENDI UNIVERSAL
Risk Awards 2006
End-user of the year: Insurance ING INSURANCE
Risk Awards 2006
End-user of the year: Hedge fund BLUEMOUNTAIN CAPITAL MANAGEMENT
Risk Awards 2006
Finding the right angle
Hedge fund perspective
Technology platform of the year TRIOPTIMA
Risk Awards 2006
RiskNews
RiskNews
Building pessimised scenarios
Risk analysis
End-user of the year: Sovereign THE UK DEBT MANAGEMENT OFFICE
Risk Awards 2006
Quant of the year VLADIMIR PITERBARG
Risk Awards 2006
CDO manager of the year TRUST COMPANY OF THE WEST
Risk Awards 2006
Inflation derivatives house of the year BARCLAYS CAPITAL
Risk Awards 2006
"We could be pretty unpopular"
Profile
End-user of the year: Pension fund ATP
Risk Awards 2006
Lifetime achievement award PETER HANCOCK
Risk Awards 2006
BarCap extends Barx to variance swaps
New angles
Derivatives house of the year DEUTSCHE BANK
Risk Awards 2006
The Risk Awards 2006
Risk Awards 2006
Currency derivatives house of the year BARCLAYS CAPITAL
Risk Awards 2006
Equity derivatives house of the year SOCIÉTÉ GÉNÉRALE
Risk Awards 2006
Derivatives exchange of the year INTERCONTINENTAL EXCHANGE
Risk Awards 2006
Credit portfolio management group of the year DEUTSCHE BANK
Risk Awards 2006
Energy derivatives house of the year JP MORGAN
Risk Awards 2006
Credit derivatives house of the year MORGAN STANLEY
Risk Awards 2006
In-house system of the year GOLDMAN SACHS
Risk Awards 2006
Smoking adjoints: fast Monte Carlo Greeks
Monte Carlo calculation of price sensitivities for hedging is often very time-consuming. Michael Giles and Paul Glasserman develop an adjoint method to accelerate the calculation. The method is particularly effective in estimating sensitivities to a…
An empirical analysis of equity default swaps (II): multivariate insights
Equity default swaps (EDSs) have attracted much attention recently because of their similarities to credit default swaps on the one hand and American-style digital puts on the other. Particular interest has focused on collateralised debt obligations…
Questioning the numbers
Model risk
Mizuho losses prompt rethink
New angles
Emerging markets
Introduction
Regulation and compliance
Introduction
Compromising on Basel II
US banks
A giant step for equity
China
Playing it safe
Regulations
A case for convergence?
Bank capital
Financing the oligarchs
Corporate finance
Emerging asset classes
Structured Products
Ready for take-off
Exchange profile: TurkDex
The capital calculation question
Retail portfolio risk
