Energy
Measurement and attribution
Performance systems
Emerging opportunities
CDO investing
Lehman issues Asian CDO
New angles
Credit and credibility
Credit risk modellers have made giant strides, but they still have to convince regulators that they can make the world a safer place. By Matthew Crabbe
What’s next for the exchanges?
Derivatives exchanges are wrestling with consolidation, new products and technology. John Ferry asks Rudolf Ferscha, chief executive of Eurex, Hugh Freedberg, chief executive of Euronext.Liffe and Nickolas Neubauer, chairman of the CBOT, to peer into the…
RiskNews review
The leading stories from RiskNews. For breaking news on derivatives and risk management, see www.RiskNews.net
A storm over CMT
Constant maturity Treasuries
Boston-based AIR releases new catastrophe models for Asia-Pacific
AIR Worldwide Corporation, the Boston-based catastrophe modelling and weather risk management company, today released new typhoon and earthquake models for the Asia-Pacific region. The new typhoon models include Taiwan, Hong Kong and the Philippines,…
Financial institutions ill equipped to deal with credit risk developments, says D’Silva
The changing attitudes to credit risk among banks amounts to a "cultural revolution", Adrian D'Silva, director of capital markets supervision for the Federal Reserve Bank of Chicago, told delegates at a credit risk management conference in Vienna today…
US domestic politics have dominated equities sector
Potential removal of double taxation paid on dividends gives hope to US investors.
Weather Board of Trade delays launch as problems mount
Atlanta-based Weather Board of Trade (WBOT), which was set for an October launch, will now only start trading exchange-based weather derivatives in February 2003. WBOT has also lost a number of its charter members, encountered problems with its fund…
Basel II op risk charge will help tackle concerns, says McDonough
NEW YORK - Banking supervisors believe that a separate capital charge for operational risk under the Basel II capital rules will bolster efforts to find better ways of addressing concern about the operational hazards faced by banks, the world's chief…
Banding together for SME credit risk analytics
Germany's banking associations are taking a leading role in getting the country's fragmented banking sector ready to comply with the Basel II capital Accord. Germany's savings banks association, in particular, says it has internal ratings-based systems…
UK’s Centrica signs five-year, £40 million weather hedge
British Gas Trading, a subsidiary of UK energy company Centrica, has concluded a £40 million weather hedge with Bermuda-based XL Capital. The multi-year deal may prove the largest in Europe this year.
Spectron launches online weather trading
Energy market intermediary Spectron has launched an online platform for trading weather derivatives.
Sponsor's article > Credit derivatives: will the market keep expanding?
This article aims to give a brief overview of some of the main trends in the credit derivatives market and also proposes to analyse some of the underlying reasons why this market is experiencing such a boom.
Citi to outsource e-liquidity
Citigroup has launched a unique liquidity outsourcing platform for foreign exchange, a senior forex official at Citigroup in New York told RiskNews ' sister publication FX Week .
Fighting oil volatility
Oil cartel Opec froze its production output level at its last meeting in September. With war in Iraq on the cards, Shifa Rahman reports on the future of oil volatility
Reaping integration rewards
In the October issue of Risk, Clive Davidson discussed the integration of ALM and ERM technology. Here, in a second article, he profiles the firms that have tackled this project and reviews the challenges, advantages and pitfalls of the integration…
Hunter hunted
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LNG: handling flexibility risk
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Looking to the long term
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