Asia Risk - July 2006
Articles in this issue
Taking stock in shanghai
Q&A: James Liu
Still much to do
Basel II
Editor's Letter
Comment
Asian hedge funds down, says Eurekahedge
Negative hedge fund returns on the back of a downturn in regional equity markets
Mining a rich seam
BHP Billiton
A classic chinese recipe
Profile: Jean-Philippe Frignet
Sweet and sour
Crude oil
CME to launch renminbi futures in August
Chicago Mercantile Exchange sets out its stall in Asia
Called to account
Japan auditing
China's changing face
China
Keeping it simple
Profile: Towngas
Hedge funds are cash kings among asset managers
Risk professionals at asset managers see big compensation rises
Cash for old smoke
Carbon emissions
Back on the ranch
Profile: Ralph Liu
More bond market transparency desirable, say Iosco panelists
Regulators need balanced touch on bond market
Bank of China warrants list in Singapore
Deutsche Bank is the first to list call warrants on BoC IPO
A seasonal evening
End-user survey
A tale of two structures
Securitisation
Taking the slow road
CDOs
Ready to catch fire
Energy
Ready for take-off
Regulation
CMCDS valuation with market models
There is little, if any, literature available on constant-maturity credit default swap (CDS) valuation. Here, Damiano Brigo builds on his no-arbitrage dynamic CDS market model to derive a formula involving a 'convexity adjustment' feature correction,…
Drawn to derivatives
Market overview
Return of a heavyweight
Japan derivatives
Hedge funds need balanced supervision by regulators, say Iosco panelists
Investors must be protected, but hedge funds should not be discouraged
Insurers warm to synthetic debt
Taiwan CDOs
Sun sets on yen carry
Carry trades
Banks bemoan Basel
Taiwan
