Derivatives

Sharia and sharia alike

Opinion on whether derivatives comply with sharia has split scholars in Islamic financial markets. Mohamad Nedal Alchaar, secretary-general of the Accounting and Auditing Organization for Islamic Financial Institutions, talks to Alastair Marsh about its…

Asia Risk institutional survey 2009

Institutional investors in Asia have endured a tough year marked by steep losses, high volatility and concerns about counterparty risk. But their need for quality service on a local level has never been stronger. Deutsche Bank topped Asia Risk's…

Simple structures

An increase in risk premiums on sovereign debt is giving banks a headache in pricing certain credit-related structured products. Investor appetite for such deals is in evidence, but mainly for simple, unleveraged products. Sophia Morrell reports

Financial pricing for the 21st century

Putting a price on assets for which no active market exists is a process mired in complexity and no little controversy. But the pricing models of yesteryear are simply not up to the job. David Patrikarakos looks at the new generation of valuation models…

The sovereign state

While the sovereign market has in the past been most readily associated with rates investors, it has always been a key part of the credit sector, most importantly as a benchmark for the pricing of corporate bonds. But credit default swap levels on…

Cutting hedges

Buoyed by a strong local currency and surging commodities prices in recent years, many Russian corporates eschewed derivatives to hedge risks. But with both the rouble and commodity prices plummeting in recent months, it may be time for a rethink…

The price is right

Consensus on the input assumptions that financial institutions use to value structured finance securities is crucial if the market is to reach a universally agreed method of pricing these impaired assets. By Peter Jones of Standard & Poor's

Stopping the rot

Noises from leading banks that they may be returning to profitability are failing to mask the painful truth that vast quantities of toxic assets are still causing a stink on banks' balance sheets. Credit looks at the various plans being put forward to…

What's it worth?

The financial crisis has highlighted shortcomings in bank valuation practices for complex securities. With regulators clamouring for the use of independent prices, there could be an opportunity for third-party data providers. But are banks taking the…

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