Similar Search Results - EconBiz

The Promise of Credit Derivatives in Nonfinancial Corporations (and Why It's Failed to Materialize)

Smithson, Charles; Mengle, David - In: Journal of applied corporate finance : JACF 18 (2006) 4, pp. 54-60

Persistent link: https://www.econbiz.de/10007389753

Bookreview - Managing Hedge Fund Risk

Parker, Virginia Reynolds; Mengle, David - In: Risk : managing risk in the world's financial markets 14 (2001) 7, pp. 55

Persistent link: https://www.econbiz.de/10007042221

VaR - The state of play

Pearson, Neil D.; Smithson, Charles - In: Review of financial economics : RFE 11 (2002) 3, pp. 175-190

Persistent link: https://www.econbiz.de/10006439079

Wharton Survey of Derivatives Usage by U.S. Non-Financial Firms

Bodnar, Gordon; Hayt, Greg; Marston, Richard; Smithson, … - In: Financial management 24 (1995) 2, pp. 104-114

Persistent link: https://www.econbiz.de/10005994877

Class notes - Valuing tranches of synthetic CDOs - In the second of this series of Class Notes articles, the authors consider the thorny issue of collater-alised debt obligation valuation. In the first of a two-part article, they look at CDOs referenced to corporate credits.

Smithson, Charles; Pearson, Neil - In: Risk : managing risk in the world's financial markets 20 (2007) 12, pp. 92-95

Persistent link: https://www.econbiz.de/10007905524

Class notes: Economic capital ideas - This month sees the start of the fourth series of Class Notes, an educational series designed to pull together the threads of recent developments and thinking about key issues in risk management and derivatives dealing. In this inaugural article, Smithson explains the concept behind economic capital.

Smithson, Charles - In: Risk : managing risk in the world's financial markets 20 (2007) 10, pp. 90-93

Persistent link: https://www.econbiz.de/10007874506

Class notes - Hammer time - The approval by the US Congress of a $700 billion rescue package in October has paved the way for the US Treasury to purchase illiquid assets from banks' balance sheets. The question is: How will these assets be valued? In this month's Class Notes article, Risk examines existing auction processes, and weighs up the advantages and disadvantages of each.

Smithson, Charles - In: Risk : managing risk in the world's financial markets 21 (2008) 11, pp. 69-71

Persistent link: https://www.econbiz.de/10008148071

Class notes - A regulated new year - Regulators are widely expected to increase their oversight of the financial sector in the coming year, with derivatives likely to come under particular scrutiny. In the latest in the current series of Class Notes articles, the authors review what has been proposed and suggest the changes that may occur.

Smithson, Charles; Allen, Steve - In: Risk : managing risk in the world's financial markets 22 (2009) 1, pp. 96-98

Persistent link: https://www.econbiz.de/10008168573

Class notes - Value added - Valuation remains a major focus for banks and regulators. In this article, the author examines the academic approaches to valuation and applies them to structured credit assets.

Smithson, Charles - In: Risk : managing risk in the world's financial markets 22 (2009) 6, pp. 88-90

Persistent link: https://www.econbiz.de/10008265093

Class notes - Valuing hard-to-value assets - The author considers some of the lessons learned from the recent credit crisis. In particular, he reflects on the difficulties faced by many institutions in valuing illiquid structured finance instruments, and makes some suggestions on how this process can be improved.

Smithson, Charles - In: Risk : managing risk in the world's financial markets 21 (2008) 9, pp. 120-122

Persistent link: https://www.econbiz.de/10008107443

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