Asia Risk - 2005-07-01
Articles in this issue
Modelling counterparty credit exposure for credit default swaps
Modelling counterparty credit exposure for credit derivatives is more complicated than for non-credit products, since the reference credit and counterparty can exhibit positive default correlation. Here, Christian Hille, John Ring and Hideki Shimamoto…
The way forward
Bond futures
Slow and steady
India
Shanghai and Tokyo exchanges team up
News briefs
Thai maestro
Profile
Orica's explosive recovery
Profile
Sharia swap
Malaysia
Letting go of the yuan
Revaluation
Long success
Profile
From windows to doors
Malaysia
People briefs
People
Editor's letter
Comment