Risk magazine
Calyon launches fund-convertible bond
Calyon has issued €50 million of a new convertible bond based on shares in an equity fund, the first of its kind.
Nybot launches FX futures to support coffee traders
The New York Board of Trade (Nybot) will launch futures in the Colombian peso and Brazilian real next month.
BNP recruits Nittenberg to structured credit
Ronald Nittenberg has joined BNP Paribas' London-based structured credit group.
A Ratings Quandary
Rating agencies
With a bang or a fizzle?
Basel II
Reining in India
India
Introduction
Introduction
A two-pronged approach
Hedge funds
Introduction
Regulation and compliance
Joining the party
Inflation
Knuckling down
Hedge funds
Default and recovery correlations - a dynamic econometric approach
Integrating coherences between defaults and loss given default (LGD) is postulated by Basel II. If there is a positive correlation between the two, separate models for each lead to biased estimates for the LGD parameters, and the economic loss is…
The vanna-volga method for implied volatilities
Option pricing
Derivatives House of the Year - Merrill Lynch
The Risk Awards 2007
Software Product of the Year - SAS Risk Intelligence
The Risk Awards 2007
Sovereign Risk Manager of the Year - New Zealand Debt Management Office
The Risk Awards 2007
Quants of the year - Paul Glasserman and Michael Giles
The Risk Awards 2007
Derivatives Research House of the Year - JP Morgan
The Risk Awards 2007