Asia Risk
Sun sets on yen carry
Carry trades
Insurers warm to synthetic debt
Taiwan CDOs
Hedge funds need balanced supervision by regulators, say Iosco panelists
Investors must be protected, but hedge funds should not be discouraged
Return of a heavyweight
Japan derivatives
Drawn to derivatives
Market overview
CMCDS valuation with market models
There is little, if any, literature available on constant-maturity credit default swap (CDS) valuation. Here, Damiano Brigo builds on his no-arbitrage dynamic CDS market model to derive a formula involving a 'convexity adjustment' feature correction,…
Ready for take-off
Regulation
Ready to catch fire
Energy
Taking the slow road
CDOs
A tale of two structures
Securitisation
A seasonal evening
End-user survey
Bank of China warrants list in Singapore
Deutsche Bank is the first to list call warrants on BoC IPO
More bond market transparency desirable, say Iosco panelists
Regulators need balanced touch on bond market
Back on the ranch
Profile: Ralph Liu
Cash for old smoke
Carbon emissions
Hedge funds are cash kings among asset managers
Risk professionals at asset managers see big compensation rises
Keeping it simple
Profile: Towngas
China's changing face
China