Technical paper
A forward-looking adjustment
Cutting edge: Operational risk
The impact of PD/LGD correlations on credit risk capital
Guido Giese applies econometric estimates of correlations between default rates and loss given default rates to modern credit portfolio models to quantify their impact on the calculation of credit risk capital
Omega portfolio construction
The omega risk-adjusted performance measure with Johnson distributions accountscomprehensively and non-discretionarily for the first potentially persistent moments includingskewness and kurtosis. The Johnson-omega ratio thus overcomes the shortcomings of…
Real option valuation
Emissions trading
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Quant analysis
NDF
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Bayerische Landesbank
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CBA Vita
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Banco Urquijo
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The sum of its parts
Germany
Replication of flexi-swaps
Ingmar Evers and Farshid Jamshidian describe a relatively new product known as a flexi-swap and discuss its application in securitisation. A flexi-swap gives a counterparty an option to amortise the interest rate swap at an accelerated pace. They show…
Rating properties and their implications for Basel II capital
Internal ratings
Common interests
Interest rates
La Caixa
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Sanpaolo IMI Group
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Quant analysis
Barclays
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