Risk magazine
Basel's not faulty
Basel II has attracted its fair share of criticism in the wake of the financial crisis. Ahmet Yetis argues much of this criticism is unfair
Under control
ClusterSeven and CCH Sword recently took part in a forum to discuss the implementation, costs and benefits of good control initiatives and how they reduce risk. This roundtable provides technology vendors a unique forum in which to disperse intellectual…
Mastering the storm
The succession of credit events in September and October revealed that many investors did not know what to do in the event of a default of a counterparty. What recourse do parties have under the Isda master agreement? By Joshua Cohn and Jillian Ashley
Zur Validierung von Marktrisikomodellen
Der Neueste Stand - Marktrisiko
Basel III?
Kommentar
Regulatorisches Chaos
Leerverkäufe
Zeit für ein neues Modell?
Ökonomische Kapitalmodelle
Die Lehren aus der Katastrophe
Katastrophenrisiko
Beruhigend teuer
Finanzierung
Investmentstrategien - intelligent kombiniert
Gastbeitrag
Ordentlich durchgeschüttelt
Strukturierte Produkte
Die Volkswagen-Klemme
Aktienderivate
Zu Hilfe!
Bailouts
Rates squared
Vladimir Piterbarg introduces a conveniently parameterised class of multi-factor quadratic Gaussian models, develops calibration formulas, and explains the advantages of this class of models over alternatives currently available for pricing and risk…
Seasonally adjusted prices for inflation-linked bonds
Inflation-linked bond markets are used ever more frequently by policy-makers, economists and commentators to assess the market's opinion about the future path of inflation and real yields. But important effects such as seasonality and carry are often…
