Market risk
VAR: ready to explode?
The SEC plans to force US securities firms to tighten up their value-at-risk reporting. Its decision comes as VAR at the world’s leading financial services firms soared an average 25.8% last year. Who are the biggest risk-takers, and are risk managers…
Sponsor's Article > Managing Capital in Financial Institutions
Capital is key to any financial institution. Companies in other industries need capital to buy property and production equipment. For financial institutions, the primary function of capital is to cover unexpected credit and market risks losses, because…
New England revolution
The Massachusetts state pension plan has just stumped up $1.6 billion for its first foray into hedge fund investment. Navroz Patel talks to treasurer Tim Cahill's team about the challenges associated with its asset reallocation plans
Adapt or die
Hedge fund founder Paul Tudor Jones wants to extend a two-decade run of returning 26% annually by stepping up investment in China
The Monte Carlo mindset
Technology
A safety net for investors?
collateralization
VAR: ready to explode?
Cover Story
Brent's run ain't spent say experts as macro enjoys a barrel of laughs
global macro / ctas
Risk analytics for the buy side
Measuring risk
Risk analytics for the buy side
Feature
S&P places focus on energy merchant liquidity risk
Rating agency Standard & Poor’s is to issue new liquidity adequacy guidelines for US energy merchants, which are particularly vulnerable to large and sudden liquidity demands related to collateral calls.
The right charge
Savvy firms now accept risk is inevitable. Those that use their risk capitalefficiently outperform those that don’t. Brett Humphreys looks at alternativeinvestments to find out what the right risk-adjusted return on capital chargesmight be
The fund of hedge funds reporting quandry
Performance reporting
Pioneer spirit
Business Profile
Propping up the profits
proprietary trading
Propping up profits
prop trading
TCV market risk system upgrade prepares for credit risk and Basel II
Treasury Corporation of Victoria (TCV), the central financing authority of the State of Victoria in Australia, has implemented a system to improve its market risk management, which it plans to extend to cover credit risk and that should help it meet…
Tailor-made money makers
Bespoke products
Integrating portfolio risk
Portfolio risk management
Shining a light on NAB’s losses
NAB fallout
Learning lessons from NAB
Comment
Making thesystem workfor you
Zbigniew Hermaszewski,co-founder of AltisPartners, explains thestrategy of the firm'sglobal futures portfolio