Risk magazine - Volume20/No1
Articles in this issue
Structured Products House of the Year - Barclays Capital
The Risk Awards 2007
Insurance Risk Manager of the Year - Swiss Re
The Risk Awards 2007
Hedge Fund of the Year - DE Shaw Group
The Risk Awards 2007
An environmental concern
Structured product providers are rushing to create environment-themed investments, with notes linked to biofuels, clean energy and the water industry emerging over the past few months. John Ferry reports
The Wild East
The fall of the Soviet Union and the end of its rule over the satellite states of eastern Europe came as a surprise to the industrialised nations of the West. But within a short time they had reacted: backing projects to secure Soviet nuclear technology;…
Municipal Risk Manager of the Year - Florida Municipal Power Agency
The Risk Awards 2007
Energy Derivatives House of the Year - JP Morgan
The Risk Awards 2007
Lifetime Achievement Award - Gerald Corrigan
The Risk Awards 2007
Technology Platform of the Year - Trade Information Warehouse, DTCC
The Risk Awards 2007
Deal of the Year - Constant Proportion Debt Obligation, ABN AMRO
The Risk Awards 2007
Pension Fund Risk Manager of the Year - J Sainsbury
The Risk Awards 2007
Exchanging places
Exchanges
Credit Derivatives House of the Year - Lehman Brothers
The Risk Awards 2007
In-House System of the Year, UBS, Creditdelta
The Risk Awards 2007
Derivatives Exchange of the year - Chicago Mercantile Exchange
The Risk Awards 2007
Q&A - Merrill Lynch
The Risk Awards 2007
Currency Derivatives House of the Year - Royal Bank of Scotland
The Risk Awards 2007
Corporate Risk Manager of the Year - Hewlett-Packard
The Risk Awards 2007
Bank Risk Manager of the Year - Robert Berry, Goldman Sachs
The Risk Awards 2007
Inflation Derivatives House of the Year - Barclays Capital
The Risk Awards 2007
Prescription vs. principles
Over the past decade, the shift of supervisory practice from prescription towards a principles-based approach has been dramatic. This was a valuable and necessary change, but it has also greatly complicated retaining qualified supervisory staff, argues…
CDO Manager of the Year - Solent Capital
The Risk Awards 2007
Interest rate derivatives house of the year - Goldman Sachs
The Risk Awards 2007
Introduction
The Risk Awards 2007
Equity Derivatives House of the Year - BNP Paribas
The Risk Awards 2007
Commodity Derivatives House of the Year - Morgan Stanley
The Risk Awards 2007
Credit Portfolio Manager of the Year - Unicredit Markets and Investment Banking
The Risk Awards 2007
Derivatives Research House of the Year - JP Morgan
The Risk Awards 2007
Quants of the year - Paul Glasserman and Michael Giles
The Risk Awards 2007
Sovereign Risk Manager of the Year - New Zealand Debt Management Office
The Risk Awards 2007
Software Product of the Year - SAS Risk Intelligence
The Risk Awards 2007
Derivatives House of the Year - Merrill Lynch
The Risk Awards 2007
The vanna-volga method for implied volatilities
Option pricing
Default and recovery correlations - a dynamic econometric approach
Integrating coherences between defaults and loss given default (LGD) is postulated by Basel II. If there is a positive correlation between the two, separate models for each lead to biased estimates for the LGD parameters, and the economic loss is…
Knuckling down
Hedge funds
Joining the party
Inflation
Introduction
Regulation and compliance
A two-pronged approach
Hedge funds
Introduction
Introduction
Reining in India
India
With a bang or a fizzle?
Basel II
A Ratings Quandary
Rating agencies
