Asia Risk
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
How long will the shopping spree last?
China appears set on a programme of foreign energy asset acquisition. Maria Kielmas looks into the implications for the energy industry
PBOC in RMB swap
China's capital markets are set to develop after the People's Bank of China performs its first currency swap
Redefining equity-linked
Equity-linked securities