Risk magazine
The best-laid plans ..
Strategic Risk
Ahead down under
Basel II
Limited fallout
Credit
Catching a credit cold
Comment
Berating agencies
Rating Agencies
Rush for assets
Infrastructure
A fluid state of affairs - Liquidity risk management policies are set to change
Sponsored Statement
A matter of interest
Sovereign Debt Management
Equity volatility – an investment tool in the hunt for absolute returns
Sponsored Statement
Limiting liabilities
Liability-driven Investment
The determinants of corporate credit spreads
Credit default swaps (CDSs) are an integral tool used for the management of credit risk by financial institutions. Despite their importance, good models for the determination of CDS spreads, also called corporate credit spreads, are not readily available…
Calibrating and pricing with embedded local volatility models
Consistently fitting vanilla option surfaces when pricing volatility derivatives such as Vix options or interest rate/equity hybrids is an important issue. Here, Yong Ren, Dilip Madan and Michael Qian Qian show how this can be accomplished, using a…
Subprime contagion
Conduits
The CDPC brigade
Tom Jasper, chief executive of Primus Financial, talks to Alexander Campbell
Mixed forecast
Structured products
Berating agencies
Rising delinquencies in the US subprime mortgage sector have triggered a flood of downgrades by credit rating agencies. As a result, confidence in ratings has been shaken, and they have come under fire from investors and regulators. Is the criticism…
Algo my way
Algorithmic trading
Lagging risk management
The rate of growth in the complexity of new derivatives products is causing a worrisome lag in risk management's ability to keep pace. As credit derivatives markets endure a period of stress, this lag could have serious consequences, argues David Rowe
Steps to success
Risk Australia Rankings 2007
Who's afraid of the IRB?
Mortgages
Hat trick for Deutsche
Risk inter-dealer rankings 2007 dealers