Equities
Credit risk models enhance link between credit and equity prices, say BIS
The growing use of credit risk models is helping to strengthen the link between credit and equity prices, said the Bank for International Settlements (BIS).
In need of reassurance
The knock-on effects of the crisis in equities has hit the insurance sector particularly hard – so much so that UK regulatory body the FSA has been forced to step in and allow certain insurers to breach mimimum solvency ratios.
Canadian regulator addresses derivatives-based insider trading
The Ontario Securities Commission (OSC) plans to introduce regulations that prevent sophisticated investors from using derivatives to circumvent current insider trading rules.
Style-based value-at-risk for UK equities
Risk measures
Equity to credit pricing
Default models