Asia Risk
The development of structured deposits
Chinese regulation
Japanese investors exit PRDC notes
Late-2005 dollar rally against the yen catches some investors out
Asian growth to boost hedge funds
2005 a relatively good year for hedge funds, but convertible arbitrage still down
A new playing field
Chinese regulation
Operational risk - Operational VAR: a closed-form approximation
Klaus Bocker and Claudia Kluppelberg investigate a simple loss-distribution model for operational risk. They show that, when loss data is heavy-tailed (which in practice it is), a simple closed-form approximation for operational value-at-risk (VAR) can…
Future frameworks
Isda update
The call of the Ocean
Profile
Seeking an Accord
Economic capital
Making progress
Basel II
The CDO alternative
Credit CPPI
Investible hedge funds launch
New year launch for invesitble hedge funds trio
The evolution of variance
Variance swaps
Dealing with default
Credit Derivatives
A difficult landscape
Private banking