Risk magazine - Volume21/No7
Articles in this issue
Risk reallocation
The originate-and-distribute model offered a means for banks to offload credit risk from their balance sheets and distribute it to investors. But Andrew Haldane and Lewis Webber of the Bank of England argue this risk was often passed on to those least…
The year of living riskily
VAR Survey
Sunk by correlation
Equity derivatives dealers faced a grim picture across global markets earlier this year, with steep rises in correlation and volatility together with a slump in dividend expectations decimating exotic books. How have dealers responded? By Mark Pengelly
Required reading
Over the past year, we have witnessed a unique experiment in what makes financial risk management effective. A succinct supervisory summary of what we have learned should be required reading for all interested parties, argues David Rowe
From niche to nova
Barclays Capital's head of equity-linked products, Dixit Joshi, talks to Alexander Campbell
A rumble in Mumbai
India
Systems failure
Risk management
Losing lustre
Structured products
The blame game
Accounting
Time for a rethink
Foreign exchange
Reporting for duty
Reporting
New fixing for the Livret A - More demand, more imbalances, more opportunities
Sponsored Statement
The simple life
Structured products
The state of freight
Freight derivatives
Crude figures
Oil
Inflated or deflated?
Inflation trading
Forging a niche
Profile
