Asia Risk - 2009-07-01

A dynamic model for hard-to-borrow stocks

Traders with short positions in stocks that are subject to short-selling restrictions risk being 'bought in', in the sense that their positions may be closed out by the clearing firm at market prices. Marco Avellaneda and Mike Lipkin present a model for…

Getting the cycle to work

Regulators are keen for banks to take a through-the-cycle approach, as opposed to point-in-time, when calculating bank capital. But how are banks responding to the change? By Duncan Wood

The shock of the interaction

Banks have long talked about enterprise risk management, but many have historically measured risk types separately and aggregated the results. The financial crisis has highlighted that credit and market risk are closely linked. What are the challenges to…

Asia Risk institutional survey 2009

Institutional investors in Asia have endured a tough year marked by steep losses, high volatility and concerns about counterparty risk. But their need for quality service on a local level has never been stronger. Deutsche Bank topped Asia Risk's…