| 2008-51 |
Treasury |
CEE growth impact on treasury and asset management |
| 2008-51 |
Treasury |
Liquidity spread trading |
| 2008-50 |
Corporate Treasury |
The impact of the subprime crisis on corporate financing |
| 2008-49 |
CRM |
Decision-oriented credit risk reports |
| 2008-49 |
Treasury |
Quantifying skew effects in the FX options book |
| 2007-48 |
ALM |
Corporate Finance – Optimising the liabilities side |
| 2007-48 |
Treasury
|
How to calculate interest swap rates for stub periods |
| 2007-47 |
ALM |
The Future of ALM – Leading banks present their concepts |
| 2007-47 |
Treasury |
Plain Vanilla Interest Rate Swaps |
| 2007-46 |
ALM |
100 per cent equity allocation for the treasury? |
| 2007-46 |
Treasury |
Valuating Credit Default Swaps (CDS) |
| 2006-45 |
ALM |
Fair Value Option under IFRS |
| 2006-45 |
Treasury |
Mapping and pricing of digital payout options |
| 2006-44 |
Management |
Is Value-based Management a Must? |
| 2006-43 |
ALM |
Credit Spread Forecast for ALM Decisions |
| 2006-43 |
Management |
Finance Trainer RegionalBANKINGStudy 2006 |
| 2006-42 |
CRM |
How to build credit risk models for regional banks |
| 2006-42 |
Treasury |
Barrier Options |
| 2005-41 |
Treasury |
Yield Enhancement and Portfolio Management using iTraxx Products |
| 2005-41 |
Treasury |
Mapping and Management of Convexity Effects |
| 2005-40 |
Corporate Treasury |
State-of-the-Art in Corporate Treasury |
| 2005-40 |
Treasury |
Pricing Steepeners |
| 2005-38 |
ALM |
High Tech in Asset & Liability Management |
| 2005-38 |
Treasury |
Blind Spot in the Money Market - feedback on readers mails |
| 2004-37 |
Treasury |
A blind spot in the money market |
| 2004-37 |
Treasury |
Swap Spreads - Cause and Effect |
| 2004-36 |
ALM |
Asset Liability Management - the European state-of-the-art |
| 2004-36 |
Treasury |
Stress test requirements |
| 2004-35 |
Treasury |
Banks without Treasury - a realistic scenario? |
| 2004-35 |
Treasury |
Pricing of In-Area Fixing Transactions |
| 2004-35 |
Treasury |
ACI Exams are state of the art |
| 2004-35 |
Treasury |
A successful triangle |
| 2004-34 |
ALM |
Total Bank Management with RORAC |
| 2004-34 |
CRM |
Sound Calculation for Probability of Default (PD) |
| 2004-34 |
Treasury |
Highest ACI Pass Ratios worldwide |
| 2003-33 |
Private Banking |
Value at Risk in Private Asset Allocation |
| 2003-33 |
Treasury |
How to Compute Credit Spread Benchmarks |
| 2003-32 |
CRM |
The Future of Corporate Credit Rating Systems |
| 2003-32 |
Treasury |
Pricing of Asset Swaps |
| 2003-31 |
Corporate Treasury |
Corporate Treasury needs a solid basis |
| 2003-30 |
ALM |
Interest Risk Measurement in the Banking Book |
| 2003-30 |
Treasury |
NEW: One Month EONIA-indexed Future |
| 2003-29 |
Management |
Leadership Programmes in Times of Rapid Change |
| 2002-28 |
CRM |
The Basel II gap is shrinking |
| 2002-27 |
ALM |
Mapping CMF Positions using Replication Portfolios |
| 2002-26 |
ALM |
Interest Rate Risk Assessment in accordance with Basel II |
| 2001-25 |
Management |
Does Europe need an independent capital market? |