Approfondimenti - Gestione degli investimenti
Investment banks reported increased numbers of high trading losses in the third quarter of this year, highlighting the volatility in the financial markets and casting doubt on their risk modelling.
Collateralised commodity obligations
Basel II remains wedded to incremental extensions to the market risk rules. It is time for a bolder approach in this area, argues David Rowe
GDV Sponsor's Statement
family office leadership summit
Mustafa Jama joined Morgan Stanley's FoHF team as CIO four years ago – and tells Solomon Teague there are not that many houses whose engagement with hedge funds stretches back 16 years
Liquidations of large quantitative equity portfolios prompted widespread misfiring of hitherto robust quant models. Historically unusual returns volatility and multi-billion-dollar mark-to-market losses ensued. Leading hedge fund managers talk to Jayne...