Risk : risk management, derivatives, structured products-Tomo 22 Número 3 - 2009
Publicación: Risk : risk management, derivatives, structured products
Número: Tomo 22 Número 3 - 2009
Tipo: Normal
Derechos: InC
| Título | Autor | Páginas |
|---|---|---|
| Where rocky horror assets go | Davies, Rob | |
| Challlenging times for VAR : Basel II | Ferry, John | p. 25-27 |
| Capital smorgasbord : bank capital | Wood, Duncan | |
| Long overdue | Madigan, Peter | p. 43-45 |
| Contract counterattack | Pengelly, Mark | |
| The Short story | Whittall, Christopher | |
| Claear benefits | Davidson, Clive | |
| Plugging the gaps | Haws, Donna | |
| Time to take stock | Hanssens, Carl | |
| A Counter-cyclical Basel II | Himino, Ryozo | |
| Joining the SABR and Libor models together | Mercurio, Fabio | |
| Error of VAR by overlapping intervals | Sun, Heng | |
| CDS risks | Smithson, Charles | |
| Systemic risk capital | Rowe, David | |
| Learning from Basel`s mistakes | Clark, Joel | p. 30-32 |
| Adapt or fail | Pengelly, Mark | p. 60-61 |