Asia Risk
Chains of command
Reporting lines
Dubai and sell
Profile
Ready for a bumpy ride
Special Report: India
Unfit for consumption
Special Report: Commodity Futures
On the backburner
Special Report: Credit derivatives
Corporates burned
Cover story
On the move
People
An auspicious debut
Risk Korea conference
The blame game
Accounting
Combining the SABR and LMM models
Pierre Henry-Labordere analyses a stochastic volatility Libor market model that combines the SABR and Brace-Gatarek-Musiela (BGM) models in a natural way. Using an innovative geometrical method, he explains how to obtain analytical formulas for swaption…
Stuck on structures
Editor's letter
Eyeing opportunities
Special Report: Japan
Comeback for convertibles
Taiwan
Curbing controls
Profile
Chinese banks seek global standards
Risk management