Credit markets
Regulators expected shortly to fix date for Basle IIop risk survey
BASLE II UPDDATE
QIS3 survey delay puts back Basle II accord to 2006
BASLE II UPDATE
Job moves
QUOTE OF THE MONTH: - “I have come to you with a problem – we need to outsource our balance-sheet funding” From an e-mail sent last year by John Rusnak to an unnamed counterparty, referring to his deep-in-the-money options trades, or ‘synthetic loans'.
Corporate disclosure | Exposing exposures: how far will it go?
The Enron debacle has spurred investors and creditors to press for greater disclosure of corporate risk and hedging strategies. Companies are beginning to respond. How far will it go? Naomi Humphries reports
Hedge fund risk and VAR uncertainty
External transparency of the risk of hedge funds continues to be a difficult issue. But even internally, traditional risk measures can fail to portray the full implication of highly leveraged positions. David Rowe argues that the parameter sensitivity of…
Shaping up?
Telecoms
Accentuate the positive
Introduction
Robeco’s synthetic age
Case study
Credit derivatives platforms turn to structured products
Electronic trading
Managing the exposure challenge
Credit risk reporting
A new generation of credit derivatives
Sponsor`s statement
Less is more with tailored credit portfolios
Sponsor`s statement
Analytical approach to credit risk modelling
The increasing popularity of VAR-based credit portfolio risk models has led to a growing recognition that Monte Carlo techniques are inadequate for economic capital calculations. Here, Michael Pykhtin and Ashish Dev present a new analytical alternative…
Enron-related regulatory issues hit derivatives industry
Enron's collapse has sparked calls for more derivatives regulation and stricter accounting standards in the US. What proposals should the derivatives industry be concerned about?
Credit risk reporting: Managing the exposure challenge
Mass financial shocks – including Enron and Argentina – are forcing banks to disclose more information, faster, about their credit exposures to satisfy skittish investors. How are banks' technology infrastructures coping with this challenge?
Disclosure in the dock
Cover story
Under fire
Credit derivatives