Analysis
Economic capital ideas
Class Notes
Credit tails
Model Risk
CS indicative market data
Data by Credit Suisse
Market snapshot
Market Analysis
Idee di capitale economico
Class Notes
Valuing tranches of synthetic CDOs
In the second of this series of Class Notes articles, Charles Smithson and Neil Pearson consider the thorny issue of collateralised debt obligation (CDO) valuation. In the first of a two-part article (the second will be published in February 2008), they…
CS indicative market data
Data by Credit Suisse
Eine große glückliche Familie
Optionspreismodelle
CS indicative market data
Data by Credit Suisse
Cross-border confusion
Despite demand from investors for retail structured products, international growth is being hindered by regulatory anomalies. Peter Green and Jeremy Jennings-Mares explain
Market snapshot
Market analysis
Una grande famiglia felice
Modelli di pricing delle opzioni
One big happy family
Option Pricing Models
Economic capital ideas
This month sees the start of Charles Smithson's fourth series of Class Notes, which will run in alternate issues of Risk through the remainder of this year and into 2008. Class Notes is an educational series, designed to pull together the threads of…
CS indicative market data
Data by Credit Suisse
Back to Basics Fund-linked notes
We take you back to the credit basics to review everything you thought you already knew but were too afraid to ask... Peter Green and Jeremy Jennings-Mares look at fund-linked securities
Measures for measures
Consistent quantitative operational risk measurement is vital to the health of banks and financial institutions. Andreas Jobst offers guidance on enhanced market practice and risk measurement standards
Market snapshot
Market Analysis
The best-laid plans ..
Strategic Risk
Shifting flows in Asia
Soaring Asian demand is transforming world oil markets. While Asian oil supply cannot match demand, Asia has big plans for refinery building. Eric Fishhaut of GlobalView Software investigates
The data puddle challenge
The loss event taxonomies currently in use are inadequate. The worst problem is the lack of clarity with regard to the boundary conditions between risk event categories. Tara McLenaghen explores the issues
Standing on the threshold
A 'one distribution fits all' approach is not the best option for op risk models. Carsten Steinhoff and Rainer Baule explain why a tailor-made model is therefore vital to the accuracy of loss distribution models
Banking on a more advanced approach
Banks must review their advanced measurement approach models if they are to experience a smooth transition under the new Basel II regime. By Thomas Kaiser, of consultants KPMG
Exchange-traded credit contracts
We take you back to the credit basics to review everything you thought you already knew but were too afraid to ask ... John Nyhoff, a director in research and product development at the Chicago Mercantile Exchange, reviews the basics of exchange-traded…