Risk South Africa
Credit due
Comment
Modelling South African swap spreads
Sponsored Statement
Giving clarity
Hedge funds
Data's destiny
Grid Computing
Looking to new heights
Inflation
The African
Securitisation
Over the wall
Compliance
Who's dropping the carry trade?
Foreign Exchange
The metals bubble
Metals
Less is more
Hedge Fund Replication
A model of self-regulation
Comment
Default and recovery correlations - a dynamic econometric approach
Integrating coherences between defaults and loss given default (LGD) is postulated by Basel II. If there is a positive correlation between the two, separate models for each lead to biased estimates for the LGD parameters, and the economic loss is…
Valuing bond index options in South Africa
Sponsored Statement
Standard Bank leads pack
South Africa Derivatives Rankings 2005
Widening the spectrum
Credit risk
Harvesting potential
Profile: Hedge funds
A focus on ETFs
Structured products
A step up the ladder
Basel II
South Africa
Special Report