The Rorac revolution - Every bank should have one - a system for measuring its returns on risk-adjusted capital. But the technique is in its infancy and, because of the obsession with market risk, many risk-takers forget that credit risk is the real enemy.
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Euromoney. - London : Euromoney Publ, ISSN 0014-2433, ZDB-ID 1902325. - 1995, p. 36-38
Playing it safe with currency options - Corporate treasurers have regained their confidence in derivatives - indeed, some are even trading for profit. Now, was that a forward extra or a seagull you wanted?
Parsley, Mark, (1995)
The end of easy profits - Asset swappers have had a spectacularly successful 12 months while all their products - from synthetic floaters to tax and credit plays - were in favour with investors. But can they now develop a broader investor-base to keep the market growing?
Parsley, Mark, (1994)
Parsley, Mark, (1996)
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