Risk magazine - Volume19/No9
Articles in this issue
Setting a template
China
Electronic dreams
Risk inter-dealer rankings 2006
Trading by numbers
Quantitative Trading
Short Tempers
Equities Short
Centralising the server
Yahoo! has been at the cutting edge of the internet revolution for the past 10 years, but its treasury risk management team has been relatively conservative in its use of derivatives. Jayne Jung talks to Yahoo! treasurer Gideon Yu
Promulgating pro-cyclicality
Systemic Risk
Awakening giant?
Some circumstances endure long enough to become embedded in the unexamined assumptions of a generation. In the case of the Japanese economy, these assumptions could prove costly, argues David Rowe
The plight of permanent capital
Permanent capital vehicles have been touted as a solution for alternative asset managers seeking stable long-term financing. However, the market has all but closed to new business, prompting deal sponsors to rethink the way these vehicles are structured…
Modelling and estimating dependent loss given default
Martin Hillebrand proposes a portfolio credit risk model with dependent loss given default (LGD), offering a reasonable economic interpretation that is easily applicable to real data. He builds a precise mathematical framework, and stresses some…
Beyond Black-Litterman in practice
In principle, the copula-opinion pooling (COP) approach extends the Black-Litterman methodology to non-normally distributed markets and views. However, the implementations of the COP framework presented so far rely on restrictive quasi-normal assumptions…
Real Estate
Introduction
Secondary thoughts
Secondary Market
Introduction
Islamic finance
A whole new game
Loan Sales
The complex life
Reference Data
A successor to VAR?
Strees Testing
Building protection
Structured Products
Bulking up
Annuities
Reinventing the fund
Funds of Hedge Funds
Hot property
Derivatives
The road to Basel II
Risk Management
Managing the mortgage maze
Uk Mortgages
Seeking sukuk
Islamic Bonds
