Index
AAA ratings, reliance on
Abacus structure design
ABS. See Asset-backed securities
Academia sector See also Faculty
Accounting:
insurance risk and
translation risk and
Accounting orientation
Accounting Standards
Codification 815
Codification 820
Adamson, Simon
AIG (American International Group) case study
Ajax Re
Algorithmic forex trading
Allied Irish Bank
Allied-Lyons
Allstate Corporation case study
Alpha, description of See also Portable alpha
Alpha overlay, implementing
Alpha return, definition of
Alpha transport, implementing
Alt-A loans
Alternative investments career path:
applications/front office
infrastructure/back office
management/middle office
overview of
structurer example
Alumni networks
Amaranth hedge fund
American option
American Stock Exchange
American University
Amortizing swaps
Analysis of trading history
Annuity obligations and longevity risk
Applegarth, Adam
Applications/front office area
Arbitrage
capital structure
first-order
regulatory, and AIG
second-order
Arbitrage CDOs
Arbitrage complexes
Arbitrage trading See also No-arbitrage condition
Armstrong World Industries, Inc.
ASC Topic
Asian financial crisis
Ask prices
Asset allocation
Asset-backed securities (ABS):
debt sizing
issuing of
market size and segments
origins of
recent events
Asset-backed security CDOs (ABS CDOs)
Asset classes:
currency as
FX as
illiquidity across
Asset-liability management
Asset Management sector
Asset swaps
Asset values
Assumptions:
of investor behavior
in risk reports