Risk magazine/Technical paper

• Infrastructure

Core satellite investing: harmony through separation

Asset allocation

• 01 Sep 2001

• Infrastructure

Firm-wide risk management for funds

Firm-wide risk

• 01 Sep 2001

• Infrastructure

The destructive power of ‘best practice’

Capital management

• 01 Sep 2001

• Infrastructure

Image options and the road to barriers

Barrier options

• 01 Sep 2001

• Infrastructure

VAR: who contributes and how much?

Portfolio risk management

• 01 Aug 2001

• Infrastructure

Changing history

Equity risk management

• 01 Jul 2001

• Infrastructure

How dependent are defaults?

Credit portfolio management

• 01 Jul 2001

• Infrastructure

Plugging into electricity

Commodities

• 01 Jul 2001

• Infrastructure

Factoring in volume risk

Corporate risk management

• 01 Jun 2001

• Infrastructure

Reconciling ratings

Basel II

• 01 Jun 2001

• Infrastructure

Regulatory capital volatility

Basel II

• 01 May 2001

• Infrastructure

Weighting for risk

Basel II

• 01 May 2001

• Infrastructure

IRBapproach explained

Basel II

• 01 May 2001

• Infrastructure

Hedging electoral risk

New markets

• 01 Apr 2001

• Infrastructure

Modelling default correlation

Credit risk

• 01 Apr 2001

• Infrastructure

The relativity of volatility

Stress testing

• 01 Apr 2001

• Infrastructure

Forward CMS rate adjustment

Constant maturity products

• 01 Mar 2001

• Infrastructure

Hedge your Monte Carlo

Option pricing

• 01 Mar 2001

• Infrastructure

Jumping in line

Emmanuel Acar and Bapi Maitra

• 01 Feb 2001

• Infrastructure

Price and probability

Credit derivatives

• 01 Jan 2001

• Infrastructure

A fair value for the skew

Implied volatility

• 01 Jan 2001

• Infrastructure

Forward thinking

Forward simulation

• 01 Dec 2000

• Infrastructure

The taming of the skew

Implied volatility

• 01 Nov 2000

• Infrastructure

Depressing recoveries

Credit risk

• 01 Nov 2000