Asia Risk
A debt of duty
Profile
Offshore lenders face Chinese property developer debt headache
Creditors of property companies worried over repayments
ADB highlights risks posed by growth of local bond markets
Sovereign bond sales will increase significantly this year
On the move
People
Collateral damage
Securities lending
Rates squared
Vladimir Piterbarg introduces a conveniently parameterised class of multi-factor quadratic Gaussian models, develops calibration formulas and explains the advantages of this class of models over alternatives currently available for the pricing and risk…
Low in the water
Freight derivatives
Revolvers misfiring?
Funding risks
Sovereign hedging lessons
The big oil-hedging losses at Sri Lankan state-owned refiner Ceylon Petroleum Corporation provide another salutary lesson in the proper use of derivatives. Is the situation reflective of state-owned energy companies as a group? By Joe Marsh
Breaking the cycle
Basel II
Sovereign underpinning
Mortgage funding
Regulatory wrangling
Structured products
Swap stabilisers
Editor's letter