Risk magazine - Volume21/No8
Articles in this issue
The rates escape
A sudden inversion of the euro interest rate curve in June caught dealers and investors by surprise, causing losses for those that had put on curve steepener trades. Dealers rushed to hedge their short gamma positions, forcing the curve to invert further…
Back in fashion
Operational risk
Reaching out
Q&A
A trick too far
Monolines
No going back
The credit crisis has highlighted a series of failings in risk management systems and processes at banks. Hans Blommestein of the OECD describes the steps banks must take to continue to benefit from using derivatives in the long run
Restructuring reservations
Restructuring
Truth and responsibility
The meltdown in subprime collateralised debt obligations will affect financial markets for years. One likely result will be a renewed market willingness to reward sound credit underwriting - and therein lies a valuable business opportunity, argues David…
Shock of the new
FSA's head of financial stability, David Strachan, talks to Alexander Campbell
Pre-empting rigidities in capital markets risk management systems
Sponsored Statement
Points of principle
Liquidity risk
How to turn risks into opportunities in today's derivatives markets
Sponsored Statement
Algos to the rescue
Structured products
The profits of carry
Carry trade
No agreement
Documentation
Meeting all tastes
Hedge funds
Paying the dollar price
Corporates
The future of sharia
Profile
