Asia Risk
Gamma process dynamic modelling of credit
The existing generation of credit derivatives models is unsatisfactory because they generally contain arbitrage, cannot describe the dynamics of the process, and are hard to extend beyond vanilla products. Martin Baxter has created a new tractable family…
Not stressed enough
Stress testing
Breaking point?
Cover story
Isda's man in China
Profile
Sox comes to Asia
Corporate governance
Overrated regulation
Risk management
Raising ETS issues
Australia emissions
A narrowing gulf
Basel II
The Leong view
Profile
A new feel for foreign funds
South Korea
Sharia contravention
Islamic products
On the move
People
The risk of one
Fund derivatives
Watching the watchers
Editor's letter
Heightened hedging
Corporates
On the rise
Property derivatives
Conduit concerns
Taiwan credit
Derivatives House of the Year, Australia - Citi
Asia Risk Awards 2007
Retail reluctance
Profile