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Tag - derivatives

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Saturday 28 November 2009


Governments pledged financial reform. Where is it?

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Saturday 14 February 2009

Regulating Credit markets

Different ideas were floated regarding new regulation on Credit markets, notably Credit Default Swaps. A few ideas do not sustain close scrutiny.

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Saturday 22 November 2008

Produits de crédit

Les produits principaux de crédit sont: le CDS (Credit Default Swap) et le CDO (Collateralized Debt Obligation).

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Friday 5 September 2008

Basic assumptions, reality, risk categories

The material for the following new (old) sections in my book is now ready (partially ready).

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Monday 28 January 2008

VaR vs. an insight from the chief exec. of ISDA

In recent weeks, otherwise sophisticated commentators have made some basic yet potentially damaging errors (...)

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Saturday 24 November 2007

Eviter le simplisme ?

Une croissance sectorielle de 33% par an depuis trois ans n'est pas nécessairement en léger décalage avec l'économie réelle

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