Asia Risk - 2007-07-01
Articles in this issue
Pursuing alpha
Editor's letter
Lacking options
India Risk - Equity derivatives
Loading up on forex risk
Corporate hedging
Liability conundrum
Special Report - China
Regulatory rethink
India Risk - Credit derivatives
Modelling inflation
Lars Kjaergaard models inflation using a three-factor Gaussian method. This gives a simple description of derivatives linked to inflation and interest rates, and allows for fast evaluation. He then shows how the model can be calibrated
On the move
People
Risk management: Banks gain credit
Special Report - China
The new breed
Credit hybrids
Mounting problems
India Risk - Basel II
Spreading the risk
Technology
Outsourcing options
Hedge funds
Striking a balance
Profile
The hard sell
Covenant-lites
Building out liabilities
India Risk - Profile
Two steps forward ..
India Risk - Editor's letter
Built to last?
India Risk - Cover story
Futures: The countdown begins
Special Report - China
Cracking VAR with kernels
Value-at-risk analysis has become a key measure of portfolio risk in recent years, but how can we calculate the contribution of some portfolio component? Eduardo Epperlein and Alan Smillie show how kernel estimators can be used to provide a fast,…
China's challenges
Special Report - China
Guaranteed clashes
India Risk - Structured products
Rush for assets
Infrastructure
Micro scope widens
India Risk - Micro-finance
Replicating hedge funds
Cover story