Risk magazine - Volume21/No9
Articles in this issue
Breaking down
Correlation
How secure are ratings?
Basel II
Valuing hard-to-value assets
In this Class Notes article, Charles Smithson considers some of the lessons learned from the recent credit crisis. In particular, he reflects on the difficulties faced by many institutions in valuing illiquid structured finance instruments, and makes…
A balancing act
Off-Balance-Sheet Vehicles
Don't follow the herd
Quant funds
Towards T+0 reconciliation
The Counterparty Risk Management Policy Group's third major policy statement appeared in early August - and it presents surprisingly radical demands, says David Rowe
Expect the unexpected
Stress testing
Spain reigns
BBVA's chief risk officer, José Sevilla Alverez , talks to Rob Davies
Wary of the IRC
Basel II
The capital ratio conundrum
Regulatory capital
Tools of the traders
Technology
Rising above it?
Merrill Lynch's decision to ditch its collateralised debt obligation portfolio in July has been spun as a brave attempt to draw a line under its structured credit losses. But how good is the deal, and does it represent a template for other firms…
A return to nuts and bolts
Risk management
Distributed enterprise risk – from concept to reality
Sponsored Statement
High hopes for the US inflation derivatives market
Sponsored Statement
Ups and downs
Inflation
Eurex OTC Trade facilities
Sponsored Statement
Gearing for clearing
Clearing
Burgeoning buyouts
Bulk purchase annuities
Measuring liquidity risk
Liquidity risk
Changing exchanges
Alternative trading venues
