Asia Risk
Open to question
Private banking
Defaults domino
Synthetic credit
Taming nature with models
Catastrophe risk
Asia Risk interdealer survey 2008: Brokers
Interdealer brokers have performed a valuable job in highly volatile financial markets, where price discovery and the provision of liquidity has helped increasingly nervous clients to close trades. Georgina Lee reports
Risk returns
Conference report
On the move
People
Component VAR for a non-normal world
It has become standard to account for non-normality when estimating portfolio value-at-risk, but there are few methods available to calculate the risk contributions of each component in a non-normal portfolio. Brian Peterson and Kris Boudt present a…
Thriving in adversity
Asia Risk Awards 2008
We've got the power
Profile
Asia Risk interdealer survey 2008: Dealers
Volatile markets have led to a shift towards more vanilla products in 2008. At the same time, fears about counterparty credit risks mounted, helping European and Asian banks perform particularly well in Asia Risk's 13th interdealer survey
Pushed to the limit
Stress testing
Dangers of disintermediation
Editor's letter
Hoax hedges
Currency derivatives
Too hot to handle?
Special Report - Hedge funds