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A case for convergence?
Bank capital
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A giant step for equity
China
Compromising on Basel II
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Introduction
Emerging markets
Introduction
Mizuho losses prompt rethink
New angles
Questioning the numbers
Model risk
An empirical analysis of equity default swaps (II): multivariate insights
Equity default swaps (EDSs) have attracted much attention recently because of their similarities to credit default swaps on the one hand and American-style digital puts on the other. Particular interest has focused on collateralised debt obligations…
Smoking adjoints: fast Monte Carlo Greeks
Monte Carlo calculation of price sensitivities for hedging is often very time-consuming. Michael Giles and Paul Glasserman develop an adjoint method to accelerate the calculation. The method is particularly effective in estimating sensitivities to a…
In-house system of the year GOLDMAN SACHS
Risk Awards 2006
Credit derivatives house of the year MORGAN STANLEY
Risk Awards 2006
Energy derivatives house of the year JP MORGAN
Risk Awards 2006
Credit portfolio management group of the year DEUTSCHE BANK
Risk Awards 2006
Derivatives exchange of the year INTERCONTINENTAL EXCHANGE
Risk Awards 2006
Equity derivatives house of the year SOCIÉTÉ GÉNÉRALE
Risk Awards 2006
Currency derivatives house of the year BARCLAYS CAPITAL
Risk Awards 2006
The Risk Awards 2006
Risk Awards 2006
Derivatives house of the year DEUTSCHE BANK
Risk Awards 2006
BarCap extends Barx to variance swaps
New angles
Lifetime achievement award PETER HANCOCK
Risk Awards 2006
End-user of the year: Pension fund ATP
Risk Awards 2006
"We could be pretty unpopular"
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