Technical papers - Risk.net

Technical papers - Risk.nethttp://www.risk.net/Technical papersenSat, 18 May 2013 01:35:22 GMTSat, 18 May 2013 01:35:22 GMT30Bilateral CVA of optional early termination clauseshttp://feeds.risk.net/c/32411/f/472837/s/2b6cff9d/l/0L0Srisk0Bnet0Casia0Erisk0Ctechnical0Epaper0C22656690Cbilateral0Ecva0Eof0Eoptional0Eearly0Etermination0Eclauses/story01.htm<p><small>  <a href=http://www.risk.net/>Risk.net</a>  </small></p> <p> Bilateral CVA of optional early termination clauses   The value of early termination clauses in derivatives depends crucially on the type of close-out value used and on the counterparty risk, and embeds optionality in even the most vanilla swap contracts. In the case of the so-called risk-free close-out, a deterministic default intensity model can be used to price them  </p><img width='1' height='1' src='http://feeds.risk.net/c/32411/f/472837/s/2b6cff9d/mf.gif' border='0'/><div class='mf-viral'><table border='0'><tr><td valign='middle'><a href="http://share.feedsportal.com/share/twitter/?u=http%3A%2F%2Fwww.risk.net%2Fasia-risk%2Ftechnical-paper%2F2265669%2Fbilateral-cva-of-optional-early-termination-clauses&t=Bilateral+CVA+of+optional+early+termination+clauses" target="_blank"><img src="http://res3.feedsportal.com/social/twitter.png" border="0" /></a> <a href="http://share.feedsportal.com/share/facebook/?u=http%3A%2F%2Fwww.risk.net%2Fasia-risk%2Ftechnical-paper%2F2265669%2Fbilateral-cva-of-optional-early-termination-clauses&t=Bilateral+CVA+of+optional+early+termination+clauses" target="_blank"><img src="http://res3.feedsportal.com/social/facebook.png" border="0" /></a> <a href="http://share.feedsportal.com/share/linkedin/?u=http%3A%2F%2Fwww.risk.net%2Fasia-risk%2Ftechnical-paper%2F2265669%2Fbilateral-cva-of-optional-early-termination-clauses&t=Bilateral+CVA+of+optional+early+termination+clauses" target="_blank"><img src="http://res3.feedsportal.com/social/linkedin.png" border="0" /></a> <a href="http://share.feedsportal.com/share/gplus/?u=http%3A%2F%2Fwww.risk.net%2Fasia-risk%2Ftechnical-paper%2F2265669%2Fbilateral-cva-of-optional-early-termination-clauses&t=Bilateral+CVA+of+optional+early+termination+clauses" target="_blank"><img src="http://res3.feedsportal.com/social/googleplus.png" border="0" /></a> <a href="http://share.feedsportal.com/share/email/?u=http%3A%2F%2Fwww.risk.net%2Fasia-risk%2Ftechnical-paper%2F2265669%2Fbilateral-cva-of-optional-early-termination-clauses&t=Bilateral+CVA+of+optional+early+termination+clauses" target="_blank"><img src="http://res3.feedsportal.com/social/email.png" border="0" /></a></td><td valign='middle'></td></tr></table></div><br/><br/><a href="http://da.feedsportal.com/r/164016608577/u/0/f/472837/c/32411/s/2b6cff9d/a2.htm"><img src="http://da.feedsportal.com/r/164016608577/u/0/f/472837/c/32411/s/2b6cff9d/a2.img" border="0"/></a><img width="1" height="1" src="http://pi.feedsportal.com/r/164016608577/u/0/f/472837/c/32411/s/2b6cff9d/a2t.img" border="0"/>Thu, 02 May 2013 09:52:00 GMThttp://www.risk.net/asia-risk/technical-paper/2265669/bilateral-cva-of-optional-early-termination-clausesCutting Edge introduction: The collateral currency convexity problemhttp://feeds.risk.net/c/32411/f/472837/s/2b64d3f9/l/0L0Srisk0Bnet0Crisk0Emagazine0Ctechnical0Epaper0C22629310Ccutting0Eedge0Eintroduction0Ethe0Ecollateral0Ecurrency0Econvexity0Eproblem/story01.htm<p><small>  <a href=http://www.risk.net/>Risk.net</a>  </small></p> <p> The collateral currency convexity conundrum   Casual assumptions can be seductive – but wrong. An examination of what is sometimes taken for granted can yield surprising results, as a new article on collateral currency shows. Laurie Carver introduces this month’s technical section  </p><img width='1' height='1' src='http://feeds.risk.net/c/32411/f/472837/s/2b64d3f9/mf.gif' border='0'/><div class='mf-viral'><table border='0'><tr><td valign='middle'><a href="http://share.feedsportal.com/share/twitter/?u=http%3A%2F%2Fwww.risk.net%2Frisk-magazine%2Ftechnical-paper%2F2262931%2Fcutting-edge-introduction-the-collateral-currency-convexity-problem&t=Cutting+Edge+introduction%3A+The+collateral+currency+convexity+problem" target="_blank"><img src="http://res3.feedsportal.com/social/twitter.png" border="0" /></a> <a href="http://share.feedsportal.com/share/facebook/?u=http%3A%2F%2Fwww.risk.net%2Frisk-magazine%2Ftechnical-paper%2F2262931%2Fcutting-edge-introduction-the-collateral-currency-convexity-problem&t=Cutting+Edge+introduction%3A+The+collateral+currency+convexity+problem" target="_blank"><img src="http://res3.feedsportal.com/social/facebook.png" border="0" /></a> <a href="http://share.feedsportal.com/share/linkedin/?u=http%3A%2F%2Fwww.risk.net%2Frisk-magazine%2Ftechnical-paper%2F2262931%2Fcutting-edge-introduction-the-collateral-currency-convexity-problem&t=Cutting+Edge+introduction%3A+The+collateral+currency+convexity+problem" target="_blank"><img src="http://res3.feedsportal.com/social/linkedin.png" border="0" /></a> <a href="http://share.feedsportal.com/share/gplus/?u=http%3A%2F%2Fwww.risk.net%2Frisk-magazine%2Ftechnical-paper%2F2262931%2Fcutting-edge-introduction-the-collateral-currency-convexity-problem&t=Cutting+Edge+introduction%3A+The+collateral+currency+convexity+problem" target="_blank"><img src="http://res3.feedsportal.com/social/googleplus.png" border="0" /></a> <a href="http://share.feedsportal.com/share/email/?u=http%3A%2F%2Fwww.risk.net%2Frisk-magazine%2Ftechnical-paper%2F2262931%2Fcutting-edge-introduction-the-collateral-currency-convexity-problem&t=Cutting+Edge+introduction%3A+The+collateral+currency+convexity+problem" target="_blank"><img src="http://res3.feedsportal.com/social/email.png" border="0" /></a></td><td valign='middle'></td></tr></table></div><br/><br/><a href="http://da.feedsportal.com/r/164016585768/u/0/f/472837/c/32411/s/2b64d3f9/a2.htm"><img src="http://da.feedsportal.com/r/164016585768/u/0/f/472837/c/32411/s/2b64d3f9/a2.img" border="0"/></a><img width="1" height="1" src="http://pi.feedsportal.com/r/164016585768/u/0/f/472837/c/32411/s/2b64d3f9/a2t.img" border="0"/>Wed, 01 May 2013 16:37:00 GMThttp://www.risk.net/risk-magazine/technical-paper/2262931/cutting-edge-introduction-the-collateral-currency-convexity-problemCollateral convexity complexityhttp://feeds.risk.net/c/32411/f/472837/s/2b36e845/l/0L0Srisk0Bnet0Crisk0Emagazine0Ctechnical0Epaper0C2257630A0Ccollateral0Econvexity0Ecomplexity/story01.htm<p><small>  <a href=http://www.risk.net/>Risk.net</a>  </small></p> <p> Collateral convexity complexity   The crisis abolished the risk-free rate, and brought the role of credit support annexes to the fore in derivatives pricing. Paul McCloud develops the general pricing framework that allows the convexity effects to be captured  </p><img width='1' height='1' src='http://feeds.risk.net/c/32411/f/472837/s/2b36e845/mf.gif' border='0'/><div class='mf-viral'><table border='0'><tr><td valign='middle'><a href="http://share.feedsportal.com/share/twitter/?u=http%3A%2F%2Fwww.risk.net%2Frisk-magazine%2Ftechnical-paper%2F2257630%2Fcollateral-convexity-complexity&t=Collateral+convexity+complexity" target="_blank"><img src="http://res3.feedsportal.com/social/twitter.png" border="0" /></a> <a href="http://share.feedsportal.com/share/facebook/?u=http%3A%2F%2Fwww.risk.net%2Frisk-magazine%2Ftechnical-paper%2F2257630%2Fcollateral-convexity-complexity&t=Collateral+convexity+complexity" target="_blank"><img src="http://res3.feedsportal.com/social/facebook.png" border="0" /></a> <a href="http://share.feedsportal.com/share/linkedin/?u=http%3A%2F%2Fwww.risk.net%2Frisk-magazine%2Ftechnical-paper%2F2257630%2Fcollateral-convexity-complexity&t=Collateral+convexity+complexity" target="_blank"><img src="http://res3.feedsportal.com/social/linkedin.png" border="0" /></a> <a href="http://share.feedsportal.com/share/gplus/?u=http%3A%2F%2Fwww.risk.net%2Frisk-magazine%2Ftechnical-paper%2F2257630%2Fcollateral-convexity-complexity&t=Collateral+convexity+complexity" target="_blank"><img src="http://res3.feedsportal.com/social/googleplus.png" border="0" /></a> <a href="http://share.feedsportal.com/share/email/?u=http%3A%2F%2Fwww.risk.net%2Frisk-magazine%2Ftechnical-paper%2F2257630%2Fcollateral-convexity-complexity&t=Collateral+convexity+complexity" target="_blank"><img src="http://res3.feedsportal.com/social/email.png" border="0" /></a></td><td valign='middle'></td></tr></table></div><br/><br/><a href="http://da.feedsportal.com/r/164016476372/u/0/f/472837/c/32411/s/2b36e845/a2.htm"><img src="http://da.feedsportal.com/r/164016476372/u/0/f/472837/c/32411/s/2b36e845/a2.img" border="0"/></a><img width="1" height="1" src="http://pi.feedsportal.com/r/164016476372/u/0/f/472837/c/32411/s/2b36e845/a2t.img" border="0"/>Fri, 26 Apr 2013 15:13:03 GMThttp://www.risk.net/risk-magazine/technical-paper/2257630/collateral-convexity-complexityApplied risk management series: Venturing beyond VARhttp://feeds.risk.net/c/32411/f/472837/s/2b2ad4c9/l/0L0Srisk0Bnet0Cenergy0Erisk0Ctechnical0Epaper0C22640A950Capplied0Erisk0Emanagement0Eseries0Eventuring0Ebeyond0Evar/story01.htm<p><small>  <a href=http://www.risk.net/>Risk.net</a>  </small></p> <p> Venturing beyond historical VAR   In this article, Carlos Blanco and José Ramón Aragonés review the historical simulation methodology used to estimate value-at-risk and expected tail loss, while including adjustments to traditional assumptions that can help improve risk forecasts for energy and commodities portfolios  </p><img width='1' height='1' src='http://feeds.risk.net/c/32411/f/472837/s/2b2ad4c9/mf.gif' border='0'/><div class='mf-viral'><table border='0'><tr><td valign='middle'><a href="http://share.feedsportal.com/share/twitter/?u=http%3A%2F%2Fwww.risk.net%2Fenergy-risk%2Ftechnical-paper%2F2264095%2Fapplied-risk-management-series-venturing-beyond-var&t=Applied+risk+management+series%3A+Venturing+beyond+VAR" target="_blank"><img src="http://res3.feedsportal.com/social/twitter.png" border="0" /></a> <a href="http://share.feedsportal.com/share/facebook/?u=http%3A%2F%2Fwww.risk.net%2Fenergy-risk%2Ftechnical-paper%2F2264095%2Fapplied-risk-management-series-venturing-beyond-var&t=Applied+risk+management+series%3A+Venturing+beyond+VAR" target="_blank"><img src="http://res3.feedsportal.com/social/facebook.png" border="0" /></a> <a href="http://share.feedsportal.com/share/linkedin/?u=http%3A%2F%2Fwww.risk.net%2Fenergy-risk%2Ftechnical-paper%2F2264095%2Fapplied-risk-management-series-venturing-beyond-var&t=Applied+risk+management+series%3A+Venturing+beyond+VAR" target="_blank"><img src="http://res3.feedsportal.com/social/linkedin.png" border="0" /></a> <a href="http://share.feedsportal.com/share/gplus/?u=http%3A%2F%2Fwww.risk.net%2Fenergy-risk%2Ftechnical-paper%2F2264095%2Fapplied-risk-management-series-venturing-beyond-var&t=Applied+risk+management+series%3A+Venturing+beyond+VAR" target="_blank"><img src="http://res3.feedsportal.com/social/googleplus.png" border="0" /></a> <a href="http://share.feedsportal.com/share/email/?u=http%3A%2F%2Fwww.risk.net%2Fenergy-risk%2Ftechnical-paper%2F2264095%2Fapplied-risk-management-series-venturing-beyond-var&t=Applied+risk+management+series%3A+Venturing+beyond+VAR" target="_blank"><img src="http://res3.feedsportal.com/social/email.png" border="0" /></a></td><td valign='middle'></td></tr></table></div><br/><br/><a href="http://da.feedsportal.com/r/164016446368/u/0/f/472837/c/32411/s/2b2ad4c9/a2.htm"><img src="http://da.feedsportal.com/r/164016446368/u/0/f/472837/c/32411/s/2b2ad4c9/a2.img" border="0"/></a><img width="1" height="1" src="http://pi.feedsportal.com/r/164016446368/u/0/f/472837/c/32411/s/2b2ad4c9/a2t.img" border="0"/>Thu, 25 Apr 2013 14:20:26 GMThttp://www.risk.net/energy-risk/technical-paper/2264095/applied-risk-management-series-venturing-beyond-varLPI swaps with a smilehttp://feeds.risk.net/c/32411/f/472837/s/2ae04ff6/l/0L0Srisk0Bnet0Crisk0Emagazine0Ctechnical0Epaper0C22576310Clpis0Ewith0Ea0Esmile/story01.htm<p><small>  <a href=http://www.risk.net/>Risk.net</a>  </small></p> <p> LPI swaps with a smile   Inflation models tend to be poor at capturing the high sensitivity of Limited Price Index (LPI) swap payoffs to year-on-year smiles and correlations, and consequently miss market quotes. Yann Ticot and Xavier Charvet propose a simple framework for pricing LPI swaps using the Gaussian Copula that gives a handle on these features – and better fits the data  </p><img width='1' height='1' src='http://feeds.risk.net/c/32411/f/472837/s/2ae04ff6/mf.gif' border='0'/><div class='mf-viral'><table border='0'><tr><td valign='middle'><a href="http://share.feedsportal.com/share/twitter/?u=http%3A%2F%2Fwww.risk.net%2Frisk-magazine%2Ftechnical-paper%2F2257631%2Flpis-with-a-smile&t=LPI+swaps+with+a+smile" target="_blank"><img src="http://res3.feedsportal.com/social/twitter.png" border="0" /></a> <a href="http://share.feedsportal.com/share/facebook/?u=http%3A%2F%2Fwww.risk.net%2Frisk-magazine%2Ftechnical-paper%2F2257631%2Flpis-with-a-smile&t=LPI+swaps+with+a+smile" target="_blank"><img src="http://res3.feedsportal.com/social/facebook.png" border="0" /></a> <a href="http://share.feedsportal.com/share/linkedin/?u=http%3A%2F%2Fwww.risk.net%2Frisk-magazine%2Ftechnical-paper%2F2257631%2Flpis-with-a-smile&t=LPI+swaps+with+a+smile" target="_blank"><img src="http://res3.feedsportal.com/social/linkedin.png" border="0" /></a> <a href="http://share.feedsportal.com/share/gplus/?u=http%3A%2F%2Fwww.risk.net%2Frisk-magazine%2Ftechnical-paper%2F2257631%2Flpis-with-a-smile&t=LPI+swaps+with+a+smile" target="_blank"><img src="http://res3.feedsportal.com/social/googleplus.png" border="0" /></a> <a href="http://share.feedsportal.com/share/email/?u=http%3A%2F%2Fwww.risk.net%2Frisk-magazine%2Ftechnical-paper%2F2257631%2Flpis-with-a-smile&t=LPI+swaps+with+a+smile" target="_blank"><img src="http://res3.feedsportal.com/social/email.png" border="0" /></a></td><td valign='middle'></td></tr></table></div><br/><br/><a href="http://da.feedsportal.com/r/163323678231/u/0/f/472837/c/32411/s/2ae04ff6/a2.htm"><img src="http://da.feedsportal.com/r/163323678231/u/0/f/472837/c/32411/s/2ae04ff6/a2.img" border="0"/></a><img width="1" height="1" src="http://pi.feedsportal.com/r/163323678231/u/0/f/472837/c/32411/s/2ae04ff6/a2t.img" border="0"/>Thu, 18 Apr 2013 14:42:00 GMThttp://www.risk.net/risk-magazine/technical-paper/2257631/lpis-with-a-smileDefined benefit pension strategy with stochastic volatilityhttp://feeds.risk.net/c/32411/f/472837/s/2ad2daa5/l/0L0Srisk0Bnet0Cinsurance0Erisk0Ctechnical0Epaper0C226210A40Cdefined0Ebenefit0Epension0Estrategy0Ewith0Estochastic0Evolatility/story01.htm<p><small>  <a href=http://www.risk.net/>Risk.net</a>  </small></p> <p> Defined benefit pension strategy with stochastic volatility   A crucial question in the investment strategy for a defined benefit pension fund is how this strategy will influence the time evolution of the funding level, i.e. the ratio of assets divided by liabilities. Most pension funds split their investment portfolio into a matching part, which resembles the liabilities, and a return part, which seeks high returns by investment in risky assets. Marco van der Burgt proposes a new method for constructing such a strategy, assuming stochastic volatility in the return portfolio  </p><img width='1' height='1' src='http://feeds.risk.net/c/32411/f/472837/s/2ad2daa5/mf.gif' border='0'/><div class='mf-viral'><table border='0'><tr><td valign='middle'><a href="http://share.feedsportal.com/share/twitter/?u=http%3A%2F%2Fwww.risk.net%2Finsurance-risk%2Ftechnical-paper%2F2262104%2Fdefined-benefit-pension-strategy-with-stochastic-volatility&t=Defined+benefit+pension+strategy+with+stochastic+volatility" target="_blank"><img src="http://res3.feedsportal.com/social/twitter.png" border="0" /></a> <a href="http://share.feedsportal.com/share/facebook/?u=http%3A%2F%2Fwww.risk.net%2Finsurance-risk%2Ftechnical-paper%2F2262104%2Fdefined-benefit-pension-strategy-with-stochastic-volatility&t=Defined+benefit+pension+strategy+with+stochastic+volatility" target="_blank"><img src="http://res3.feedsportal.com/social/facebook.png" border="0" /></a> <a href="http://share.feedsportal.com/share/linkedin/?u=http%3A%2F%2Fwww.risk.net%2Finsurance-risk%2Ftechnical-paper%2F2262104%2Fdefined-benefit-pension-strategy-with-stochastic-volatility&t=Defined+benefit+pension+strategy+with+stochastic+volatility" target="_blank"><img src="http://res3.feedsportal.com/social/linkedin.png" border="0" /></a> <a href="http://share.feedsportal.com/share/gplus/?u=http%3A%2F%2Fwww.risk.net%2Finsurance-risk%2Ftechnical-paper%2F2262104%2Fdefined-benefit-pension-strategy-with-stochastic-volatility&t=Defined+benefit+pension+strategy+with+stochastic+volatility" target="_blank"><img src="http://res3.feedsportal.com/social/googleplus.png" border="0" /></a> <a href="http://share.feedsportal.com/share/email/?u=http%3A%2F%2Fwww.risk.net%2Finsurance-risk%2Ftechnical-paper%2F2262104%2Fdefined-benefit-pension-strategy-with-stochastic-volatility&t=Defined+benefit+pension+strategy+with+stochastic+volatility" target="_blank"><img src="http://res3.feedsportal.com/social/email.png" border="0" /></a></td><td valign='middle'></td></tr></table></div><br/><br/><a href="http://da.feedsportal.com/r/163323861832/u/0/f/472837/c/32411/s/2ad2daa5/a2.htm"><img src="http://da.feedsportal.com/r/163323861832/u/0/f/472837/c/32411/s/2ad2daa5/a2.img" border="0"/></a><img width="1" height="1" src="http://pi.feedsportal.com/r/163323861832/u/0/f/472837/c/32411/s/2ad2daa5/a2t.img" border="0"/>Wed, 17 Apr 2013 13:14:00 GMThttp://www.risk.net/insurance-risk/technical-paper/2262104/defined-benefit-pension-strategy-with-stochastic-volatilityCutting Edge introduction: CVA for CDSshttp://feeds.risk.net/c/32411/f/472837/s/2a1a70c4/l/0L0Srisk0Bnet0Crisk0Emagazine0Ctechnical0Epaper0C22573860Ccutting0Eedge0Eintroduction0Ecva0Efor0Ecdss/story01.htm<p><small>  <a href=http://www.risk.net/>Risk.net</a>  </small></p> <p>   Counterparty risk is generally thought of at a portfolio level, but understanding how a particular payout interacts with credit and debit valuation adjustments could help banks make business decisions. Laurie Carver introduces this month’s technical articles  </p><img width='1' height='1' src='http://feeds.risk.net/c/32411/f/472837/s/2a1a70c4/mf.gif' border='0'/><div class='mf-viral'><table border='0'><tr><td valign='middle'><a href="http://share.feedsportal.com/viral/sendEmail.cfm?lang=en&title=Cutting+Edge+introduction%3A+CVA+for+CDSs&link=http%3A%2F%2Fwww.risk.net%2Frisk-magazine%2Ftechnical-paper%2F2257386%2Fcutting-edge-introduction-cva-for-cdss" target="_blank"><img src="http://res3.feedsportal.com/images/emailthis2.gif" border="0" /></a></td><td valign='middle'><a href="http://res.feedsportal.com/viral/bookmark.cfm?title=Cutting+Edge+introduction%3A+CVA+for+CDSs&link=http%3A%2F%2Fwww.risk.net%2Frisk-magazine%2Ftechnical-paper%2F2257386%2Fcutting-edge-introduction-cva-for-cdss" target="_blank"><img src="http://res3.feedsportal.com/images/bookmark.gif" border="0" /></a></td></tr></table></div><br/><br/><a href="http://da.feedsportal.com/r/161990990059/u/0/f/472837/c/32411/s/2a1a70c4/kg/349-351/a2.htm"><img src="http://da.feedsportal.com/r/161990990059/u/0/f/472837/c/32411/s/2a1a70c4/kg/349-351/a2.img" border="0"/></a><img width="1" height="1" src="http://pi.feedsportal.com/r/161990990059/u/0/f/472837/c/32411/s/2a1a70c4/kg/349-351/a2t.img" border="0"/>Thu, 28 Mar 2013 17:23:00 GMThttp://www.risk.net/risk-magazine/technical-paper/2257386/cutting-edge-introduction-cva-for-cdssWrong-way risk, credit and fundinghttp://feeds.risk.net/c/32411/f/472837/s/2a187c7f/l/0L0Srisk0Bnet0Casia0Erisk0Ctechnical0Epaper0C225810A20Cwrongway0Erisk0Ecredit0Eand0Efunding/story01.htm<p><small>  <a href=http://www.risk.net/>Risk.net</a>  </small></p> <p>   The risk of exposure and counterparty default probability both increasing – so-called wrong-way risk – is usually understood in terms of the correlation between the two variables. But this approach focuses more on the centre of the distribution. This article argues that a scenario approach captures the risk better  </p><img width='1' height='1' src='http://feeds.risk.net/c/32411/f/472837/s/2a187c7f/mf.gif' border='0'/><div class='mf-viral'><table border='0'><tr><td valign='middle'><a href="http://share.feedsportal.com/viral/sendEmail.cfm?lang=en&title=Wrong-way+risk%2C+credit+and+funding&link=http%3A%2F%2Fwww.risk.net%2Fasia-risk%2Ftechnical-paper%2F2258102%2Fwrongway-risk-credit-and-funding" target="_blank"><img src="http://res3.feedsportal.com/images/emailthis2.gif" border="0" /></a></td><td valign='middle'><a href="http://res.feedsportal.com/viral/bookmark.cfm?title=Wrong-way+risk%2C+credit+and+funding&link=http%3A%2F%2Fwww.risk.net%2Fasia-risk%2Ftechnical-paper%2F2258102%2Fwrongway-risk-credit-and-funding" target="_blank"><img src="http://res3.feedsportal.com/images/bookmark.gif" border="0" /></a></td></tr></table></div><br/><br/><a href="http://da.feedsportal.com/r/161990901656/u/0/f/472837/c/32411/s/2a187c7f/a2.htm"><img src="http://da.feedsportal.com/r/161990901656/u/0/f/472837/c/32411/s/2a187c7f/a2.img" border="0"/></a><img width="1" height="1" src="http://pi.feedsportal.com/r/161990901656/u/0/f/472837/c/32411/s/2a187c7f/a2t.img" border="0"/>Thu, 28 Mar 2013 10:45:56 GMThttp://www.risk.net/asia-risk/technical-paper/2258102/wrongway-risk-credit-and-fundingVariance and volatility swaps in energy marketshttp://feeds.risk.net/c/32411/f/472837/s/2a102b74/l/0L0Srisk0Bnet0Cjournal0Eof0Eenergy0Emarkets0Ctechnical0Epaper0C22533410Cvariance0Eand0Evolatility0Eswaps0Ein0Eenergy0Emarkets/story01.htm<p><small>  <a href=http://www.risk.net/>Risk.net</a>  </small></p> <p>    </p><img width='1' height='1' src='http://feeds.risk.net/c/32411/f/472837/s/2a102b74/mf.gif' border='0'/><div class='mf-viral'><table border='0'><tr><td valign='middle'><a 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src="http://pi.feedsportal.com/r/161990878140/u/0/f/472837/c/32411/s/2a102b74/a2t.img" border="0"/>Wed, 27 Mar 2013 17:29:00 GMThttp://www.risk.net/journal-of-energy-markets/technical-paper/2253341/variance-and-volatility-swaps-in-energy-marketsQuantifying natural gas storage optionality: a two-factor tree modelhttp://feeds.risk.net/c/32411/f/472837/s/2a102b7e/l/0L0Srisk0Bnet0Cjournal0Eof0Eenergy0Emarkets0Ctechnical0Epaper0C22533390Cquantifying0Enatural0Egas0Estorage0Eoptionality0Ea0Etwofactor0Etree0Emodel/story01.htm<p><small>  <a href=http://www.risk.net/>Risk.net</a>  </small></p> <p>    </p><img width='1' height='1' src='http://feeds.risk.net/c/32411/f/472837/s/2a102b7e/mf.gif' border='0'/><div class='mf-viral'><table border='0'><tr><td valign='middle'><a 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src="http://da.feedsportal.com/r/161990878138/u/0/f/472837/c/32411/s/2a102b7e/a2.img" border="0"/></a><img width="1" height="1" src="http://pi.feedsportal.com/r/161990878138/u/0/f/472837/c/32411/s/2a102b7e/a2t.img" border="0"/>Wed, 27 Mar 2013 17:23:00 GMThttp://www.risk.net/journal-of-energy-markets/technical-paper/2253339/quantifying-natural-gas-storage-optionality-a-twofactor-tree-modelPractical stochastic modeling of electricity priceshttp://feeds.risk.net/c/32411/f/472837/s/2a102b80/l/0L0Srisk0Bnet0Cjournal0Eof0Eenergy0Emarkets0Ctechnical0Epaper0C22533320Cpractical0Estochastic0Emodeling0Eof0Eelectricity0Eprices/story01.htm<p><small>  <a href=http://www.risk.net/>Risk.net</a>  </small></p> <p>    </p><img width='1' height='1' src='http://feeds.risk.net/c/32411/f/472837/s/2a102b80/mf.gif' border='0'/><div class='mf-viral'><table border='0'><tr><td valign='middle'><a 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src="http://pi.feedsportal.com/r/161990878137/u/0/f/472837/c/32411/s/2a102b80/a2t.img" border="0"/>Wed, 27 Mar 2013 17:14:00 GMThttp://www.risk.net/journal-of-energy-markets/technical-paper/2253332/practical-stochastic-modeling-of-electricity-pricesPricing, competition and innovation in retail payment systems: a brief overviewhttp://feeds.risk.net/c/32411/f/472837/s/2a102b8a/l/0L0Srisk0Bnet0Cjournal0Eof0Efinancial0Emarket0Einfrastructures0Ctechnical0Epaper0C225590A30Cpricing0Ecompetition0Eand0Einnovation0Ein0Eretail0Epayment0Esystems0Ea0Ebrief0Eoverview/story01.htm<p><small>  <a href=http://www.risk.net/>Risk.net</a>  </small></p> <p>    </p><img width='1' height='1' src='http://feeds.risk.net/c/32411/f/472837/s/2a102b8a/mf.gif' border='0'/><div class='mf-viral'><table border='0'><tr><td valign='middle'><a 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href="http://da.feedsportal.com/r/161990878134/u/0/f/472837/c/32411/s/2a102b8a/a2.htm"><img src="http://da.feedsportal.com/r/161990878134/u/0/f/472837/c/32411/s/2a102b8a/a2.img" border="0"/></a><img width="1" height="1" src="http://pi.feedsportal.com/r/161990878134/u/0/f/472837/c/32411/s/2a102b8a/a2t.img" border="0"/>Wed, 27 Mar 2013 17:10:00 GMThttp://www.risk.net/journal-of-financial-market-infrastructures/technical-paper/2255903/pricing-competition-and-innovation-in-retail-payment-systems-a-brief-overviewThe US oil spot market: a deterministic chaotic process or a stochastic process?http://feeds.risk.net/c/32411/f/472837/s/2a102b8c/l/0L0Srisk0Bnet0Cjournal0Eof0Eenergy0Emarkets0Ctechnical0Epaper0C22533290Cthe0Eus0Eoil0Espot0Emarket0Ea0Edeterministic0Echaotic0Eprocess0Eor0Ea0Estochastic0Eprocess/story01.htm<p><small>  <a href=http://www.risk.net/>Risk.net</a>  </small></p> <p>    </p><img width='1' height='1' src='http://feeds.risk.net/c/32411/f/472837/s/2a102b8c/mf.gif' border='0'/><div class='mf-viral'><table border='0'><tr><td valign='middle'><a href="http://share.feedsportal.com/viral/sendEmail.cfm?lang=en&title=The+US+oil+spot+market%3A+a+deterministic+chaotic+process+or+a+stochastic+process%3F&link=http%3A%2F%2Fwww.risk.net%2Fjournal-of-energy-markets%2Ftechnical-paper%2F2253329%2Fthe-us-oil-spot-market-a-deterministic-chaotic-process-or-a-stochastic-process" target="_blank"><img src="http://res3.feedsportal.com/images/emailthis2.gif" border="0" /></a></td><td valign='middle'><a href="http://res.feedsportal.com/viral/bookmark.cfm?title=The+US+oil+spot+market%3A+a+deterministic+chaotic+process+or+a+stochastic+process%3F&link=http%3A%2F%2Fwww.risk.net%2Fjournal-of-energy-markets%2Ftechnical-paper%2F2253329%2Fthe-us-oil-spot-market-a-deterministic-chaotic-process-or-a-stochastic-process" target="_blank"><img src="http://res3.feedsportal.com/images/bookmark.gif" border="0" /></a></td></tr></table></div><br/><br/><a href="http://da.feedsportal.com/r/161990878133/u/0/f/472837/c/32411/s/2a102b8c/a2.htm"><img src="http://da.feedsportal.com/r/161990878133/u/0/f/472837/c/32411/s/2a102b8c/a2.img" border="0"/></a><img width="1" height="1" src="http://pi.feedsportal.com/r/161990878133/u/0/f/472837/c/32411/s/2a102b8c/a2t.img" border="0"/>Wed, 27 Mar 2013 17:06:00 GMThttp://www.risk.net/journal-of-energy-markets/technical-paper/2253329/the-us-oil-spot-market-a-deterministic-chaotic-process-or-a-stochastic-processMeasuring free riding in large-value payment systems: the case of TARGET2http://feeds.risk.net/c/32411/f/472837/s/2a0f0138/l/0L0Srisk0Bnet0Cjournal0Eof0Efinancial0Emarket0Einfrastructures0Ctechnical0Epaper0C22558990Cmeasuring0Efree0Eriding0Ein0Elargevalue0Epayment0Esystems0Ethe0Ecase0Eof0Etarget2/story01.htm<p><small>  <a href=http://www.risk.net/>Risk.net</a>  </small></p> <p>    </p><img width='1' height='1' src='http://feeds.risk.net/c/32411/f/472837/s/2a0f0138/mf.gif' border='0'/><div 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