Risk magazine - Volume21/No10
Articles in this issue
If it's broke..
Economic capital models
Staying out of harm's way
Catastrophe Bonds
Curbing controls
BOCHK's chief risk officer, Alex Cheung, talks to Kathleen Kearney
Reassuringly expensive
Funding
Time for action
Back-office processing has long been the neglected stepchild of the derivatives business. But improved technology and growing systemic risk mean the time is ripe for supervisors to demand T+0 reconciliation, argues David Rowe
O Brothers, where art thou?
The bankruptcy of Lehman Brothers, coming on the back of the conservatorship of Fannie Mae and Freddie Mac, sent market participants rushing to compute their exposures and replace affected hedges. How did the market bear up? By Peter Madigan and Nick…
Jump-start needed
Securitisation
Taking risk to the top office
Hit by billions of dollars in subprime writedowns, banks are looking at how best to organise their risk management functions. Steve White makes a far-reaching proposal
Introducing the consumption option
Sponsored Statement
The CPM challenge
Credit Portfolio Management
Speed tests
Counterparty Credit Risk
Gathering confidence
Securitisation
Topsy curvy
Interest Rates
Right time to overwrite
Call overwriting
Escape hatch
Monolines
Stock responses
Exotics
Keep what you sow
Regulatory capital
Under scrutiny
Hedge fund regulation
Higher and higher
Volatility
