Risk : risk management, derivatives, structured products-Tomo 21 Número 5 - 2008

Publicación: Risk : risk management, derivatives, structured products

Número: Tomo 21 Número 5 - 2008

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
BIS to modify Basel II rules
Dealers work towards clearing house for credit default swaps
Banks urge pro-cyclicality review
Derivatives face regulatory scrutiny
Regulators push for operations changes
FSF calls for rating agency changes to aid market
Banks pushed to change incentives
BoE reveals £50bn liquidity facility
On thin ice	Wood, Duncan
Tails of the unexpected	Pengelly, Mark
Power to the people	Davies, Rob
Margin of error	Madigan, Peter
Call of duty	Madigan, Peter
Vision on	Campbell, Alexander
Losses and lawsuits	Khasawneh, Radi
A long road ahead	Ferry, John
Cloud cover	Davidson, Clive
Finding a balance	Dorval, Michel
Equity correlation, explaining the investment opportunity
Really too big to fail?	Rowe, David
A bridge between mortgage TBA options and swaptions	Liu, Shijun
Looking forward to back testing	Wehn, Carsten S.
Taxing times for ETNs	Blees, Wietske
Index invasion	Davidson, Ryan
Room for skew	Ferry, John
Death by association	Pengelly, Mark
Carrying on	Davidson, Ryan
Catching a cold	Blees, Wietske