Risk magazine - Volume21/No3
Articles in this issue
Subprime and punishment
Legal Risk
Valuing CDOs of ABSs
Charles Smithson and Neil Pearson discuss the valuation of collateralised debt obligations (CDOs). Following on from their December 2007 article, which focused on CDOs referenced to corporate credits, the authors turn their attention to CDOs of asset…
Vanilla's the flavour
Interest rates
A light touch
Isda's chairman, Jonathan Moulds, talks to Alexander Campbell
Going the wrong way
Counterparty Credit Risk
A matter of trust
CDO Ratings
Confirmations in the spotlight
Back office
Whither originate and distribute?
Some argue the crisis in structured credit markets signals the demise of the originate-and-distribute model of banking, but this fails to take into account the pattern of all revolutions, argues David Rowe
Genius or blunder?
As more details emerge on the rogue trading scandal that caused a EUR4.9 billion loss, Société Générale appears more a victim of risk management failures than of a genius of fraud. But is this case a one-off, or are other institutions similarly…
The creative hedge
Equity derivatives
Turning on tables
Basel II
Innovations in asset management and technology
Sponsored Statement
Reality bites
Sponsored Statement
Riding out the storm
Hedge funds
Crisis point
Monolines
Living with volatility
Variable annuities
Supply-side economics
Pensions
Treasury-plus
Profile
A retail focus
Retail market
Offshore insecurity
Securitisation
Second life
Life insurance securitisation
