Correlation measures are major drivers of value-at-risk. Brett Humphreys and Eric Raleigh review assumptions associated with calculating correlation.
Corporates: Hedging strategies
Alpstar has launched a range of credit-related funds and products, and is branching into equity hedge fund management as well. David Walker sat down with the team at Alpstar to find out more ..
Stenham has got key decisions right, at the right time in the past, about the future, so David Walker asked Harry Wulfsohn about what the future now holds for the FoHF group
Michael Azlen, founder of Frontier Capital Management, explains to David Walker why he is no alpha fan
Banks reported a surge in the number of value-at-risk exceptions during the third quarter of last year following extreme turbulence in the financial markets. Are risk models breaking down? What are banks doing to fine-tune risk management practices and...
Matthew Attwood talks to Credit's new columnist Andrew Kasapis, director of consultancy Credit Hedge Ltd, about what was behind this year's subprime snarl-up
David Walker spoke to Dawid Konotey-Ahulu and Robert Gardner, founders of Redington Partners, to find out how they aim to do just that ..
Tete a Tete: 2008 Outlook