Risk magazine - Volume20/No10
Articles in this issue
No silver bullet
The emergence of contingent credit default swaps has presented banks with a new way to manage their counterparty credit exposures. However, they have important limitations, argues David Rowe
Leaking like a SIV
Structured Finance
Single measures are not enough
Ashish Dev considers the contemporary relevance of three Risk articles from 2002-03
Carry on trading
Structured products
Italian unease
Italy
Algorithmic investment strategies
Sponsored Statement
Building through selling
Real estate
The OTC ambassador
Isda's deputy chief executive, George Handjinicolaou, talks to Alexander Campbell
The risk of one
Fund Derivatives
Capitol mortgage ideas
Government-sponsored Entities
Quants' tail of woe
Liquidations of large quantitative equity portfolios prompted widespread misfiring of hitherto robust quant models. Historically unusual returns volatility and multi-billion-dollar mark-to-market losses ensued. Leading hedge fund managers talk to Jayne…
Economic capital ideas
This month sees the start of Charles Smithson's fourth series of Class Notes, which will run in alternate issues of Risk through the remainder of this year and into 2008. Class Notes is an educational series, designed to pull together the threads of…
Gamma process dynamic modelling of credit
The existing generation of credit derivatives models is unsatisfactory because they generally contain arbitrage, cannot describe the dynamics of the process, and are hard to extend beyond vanilla products. Martin Baxter has created a new tractable family…
Not stressed enough
Stress Testing
Uncertain dividends
Dividend Swaps
Investment solution duo
Sponsored Statement
The benefits of 130/30 vision
Equity funds
Credit's worthy start
Credit Portfolio Management
More than a retail tale
Profile
Riding the M&A wave
Corporates
Equity derivatives – a 'new' old volatility regime?
Sponsored Statement
Investing in company directors' insight
Sponsored Statement
Parisian barrier option applied to convertible bonds
Sponsored Statement
A risk unspoken
Structured products
The ups and downs
Exotic products
Modelling South African swap spreads
Sponsored Statement
An unusual existence
Exchanges
