Narrow search
Showing 1 - 10 of 109
Cover Image
CREDIT RISK - SPECIAL REPORT - Credit funds - Spreading Credaris - Credaris Portfolio Management originally launched as an investment vehicle to manage HSH Nordbank's structured cr...
Pengelly, Mark - In: Risk : managing risk in the world's financial markets 19 (2006) 11, pp. 80-81
Persistent link: https://www.econbiz.de/10007384634
Cover Image
When hedge funds attack - The financial crisis has combined with catastrophic performances among hedge funds to decimate the fund derivatives industry, staunching new deal flow and...
Pengelly, Mark - In: Risk : managing risk in the world's financial markets 22 (2009) 2, pp. 20-24
Persistent link: https://www.econbiz.de/10008213189
Cover Image
Variance swaps - An aversion to variance - As volatility spiked in late 2008, variance swaps contributed to huge bank losses, particularly in single stocks. Some dealers have now s...
Pengelly, Mark - In: Risk : managing risk in the world's financial markets 22 (2009) 5, pp. 63-65
Persistent link: https://www.econbiz.de/10008257110
Cover Image
Out of the comfort zone - US banking supervisors will complete stress tests early this month to determine if the country's largest banks need to hold more capital to withstand a wo...
Pengelly, Mark - In: Risk : managing risk in the world's financial markets 22 (2009) 5, pp. 20-24
Persistent link: https://www.econbiz.de/10008257122
Cover Image
CFXOs - Death by association - The application of credit technology to diverse underlyings led to the birth of collateralised foreign exchange obligations in 2006. But despite bein...
Pengelly, Mark - In: Risk : managing risk in the world's financial markets 21 (2008) 5, pp. 68-69
Persistent link: https://www.econbiz.de/10008261279
Cover Image
Credit models - Tails of the unexpected - Credit models have been criticised following their breakdown in the face of market turbulence. Could a new breed of models incorporating u...
Pengelly, Mark - In: Risk : managing risk in the world's financial markets 21 (2008) 5, pp. 24-27
Persistent link: https://www.econbiz.de/10008261290
Cover Image
Clearing - Net benefit - Meant to minimise counterparty risk, the idea of clearing for credit derivatives has been riddled with questions from the outset. But new research suggests...
Pengelly, Mark - In: Risk : managing risk in the world's financial markets 22 (2009) 6, pp. 48-51
Persistent link: https://www.econbiz.de/10008265106
Cover Image
Stress tests - Pressure points - Regulators released the results of US bank stress tests last month, forcing 10 banks to raise a collective $74.6 billion in additional capital. But...
Pengelly, Mark - In: Risk : managing risk in the world's financial markets 22 (2009) 6, pp. 22-28
Persistent link: https://www.econbiz.de/10008265111
Cover Image
Profile - Protection policies - Swiss Re has been punished for its proximity to financial markets recently, taking sizeable mark-to-market losses on its credit default swap portfol...
Pengelly, Mark - In: Risk : managing risk in the world's financial markets 21 (2008) 11, pp. 50-51
Persistent link: https://www.econbiz.de/10008148079
Cover Image
Rocked by counterparty risk - The demise of Lehman Brothers has triggered fresh concerns about counterparty risk, creating a wave of novations and forcing dealers to think harder a...
Pengelly, Mark - In: Risk : managing risk in the world's financial markets 21 (2008) 11, pp. 20-25
Persistent link: https://www.econbiz.de/10008148087