Risk magazine - Volume21/No11
Articles in this issue
The domino effect
Corporates
Shorts changed
Short selling
Pushed to the limit
Stress Testing
Hammer time
The approval by the US Congress of a $700 billion rescue package in October has paved the way for the US Treasury to purchase illiquid assets from banks' balance sheets. The question is: how will these assets be valued? In this month's Class Notes…
In the thick of it
Eddy Wymeersch, chairman of CESR, talks to Alexander Campbell
Rethinking CDSs
Regulation
The price was right
Credit derivatives
All shook up
Structured Products
Rocked by counterparty risk
The demise of Lehman Brothers has triggered fresh concerns about counterparty risk, creating a wave of novations and forcing dealers to think harder about the possibility of another major derivatives counterparty defaulting. Mark Pengelly reports
Macrofinancial risk
A valuable synthesis of financial theory and macroeconomics appears to be emerging. This could enrich both areas, says David Rowe
A losing streak
Foreign exchange
Volatility knocks
Variable Annuities
More is less
Inflation
Lessons from disaster
Catastrophe Risk
Brazil faulty
Profile
Feeling the strain
While Russia seemed relatively shielded from the impact of the financial crisis during the first half of the year, the turbulent events of September and October suggest that is no longer the case. Alastair Marsh reports
Protection policies
Profile
