Risk magazine
Breaking through basket credit default swaps pricing
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Corporate focus on credit risk management
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Long or short in CDOs
Masterclass with Deutsche Bank
Extreme events and default baskets
Credit derivatives
Unified Asian pricing
Options
Is integrated risk financing dead?
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Enhancing financial flexibility using contingent capital
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Examining the new world of corporate risks and opportunities
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A model companion
Derivatives and Internal Models by Hans-Peter Deutsch Palgrave 621 pages, $120 ISBN 0-333-97706-8
A cost/benefit approach to Basel II
The cost of implementing Basel II could put banks at a competitive disadvantage compared with non-banks, and spur them to ‘de-bank’ to avoid this regulatory burden. Harry Stordel and Andrew Cross say regulators must look at the provisions from a cost…
The active manager
SG Asset Management’s Stéphane Farouze provides tailor-made capital guarantees for investment managers. After closing some of the biggest deals in Europe, now he is eyeing the US
Nine billion ways to be snowed
Emanuel Derman separates real tools from passing trends in the risk management vocabulary. This article is adapted from his talk on Future Innovations in Risk Management, presented at the April Risk 2002 Conference in Paris
Job moves
QUOTE OF THE MONTH: - “It is likely that doubt and a lack of market confidence will affect all energy trading for some time to come” Francis Hervé, chief executive of EDF Trading, the London-based trading subsidiary of Electricité de France (EDF),…
