Asia Risk - 2008-02-01
Articles in this issue
Structured stagnation
Editor's letter
Biting the bullet
Emerging-market loans
System overload
Private banks
Fluctuating tides
Freight derivatives
Asian payoff
Cover story
Supervising sharia
Special Report - Malaysia: Q&A
Clarification
News
A volatile blend
Special Report - Malaysia: Palm oil
Collision course
Special Report - Malaysia: Regulation
The road ahead
Conference report
CDS confirmation backlog
Trade processing
Gaining momentum
Special Report - Malaysia
VAR: risk mitigant or amplifier?
Value-at-risk
Factor models for credit correlation
Stewart Inglis and Alex Lipton describe dynamic and static factor models for credit correlation, and show how the static model can be calibrated to the market and used for the pricing of standard and bespoke tranches, including tranchelets
Growing Reliance
Profile
Airing a new scheme
Emissions trading
A new direction?
Structured products
iTraxx interest
Correlation trading
Hong Kong steps up Islamic finance ambitions
Government officials seek to leverage proximity to China
Correction
News
On the move
People
