Asia Risk - June 2006
Articles in this issue
Old and the new
Tfex
Editor's letter
Comment
Heading north
Q&A: Donal Galvin
Dirty derivatives
Money laundering
On the move
People
Gold brings hedging headaches
Corporate risk
Risk management for structurers
Structured products
An air of simplicity
Profile: Qantas
High but not hedged
Gold
Land of the rising funds
Japan hedge funds
To hedge or not to hedge
IAS 39
CDOs set to get big in Japan
Cover story: Accounting
A toast to the winners
End-User Survey 2006
Smiling hybrids
Vladimir Piterbarg develops a multi-currency model with foreign exchange skew suitable for valuation and risk management of forex-linked hybrids, in particular power-reverse dual-currency swaps. The emphasis of the article is on model calibration to…
A cause for celebration
End-User Survey 2006