Asia Risk - 2007-03-01
Articles in this issue
Volatility returns
Editor's letter
Bond ambition
Regulator profile
Sounding the retreat
Hybrid securities
Lean liquidity
Range accruals
Shin Kong's life plan
Insurer profile
Seesaw Supervision
Thailand
The metals bubble
Commodities
A collective move
Singapore regulation
Driving local markets
Synthetic credit
On the move
People
Feeling the heat
Cover story
When did the JGB market become efficient?
Focusing on the deviation from the fair-yield curve, Koichi Miyazaki and Satoshi Nomura discuss the transition in efficiency observed in the Japanese government bond market and find out that the turning point was in 1996, when the Japanese repo market…
VAR vs expected shortfall
Masterclass
Crawling towards reform
Taiwan Special Report
System overhaul
Profile