Alpha
Parala Capital’s macroeconomic recipe
Parala Capital has positioned itself as the first macro strategy boutique to sell trading strategies to investment banks and exchange-traded fund and index providers. Magda Ali hears how the ability to...
Alpha strategies may result in lower volatility but they do not necessarily provide higher returns, according to market participants
The shake-up at Citi now incorporates a new group, which will specialise in providing indexes and strategies
Don't get left behind
How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Alpha articles
Q&A: Myron Scholes on LTCM, crisis lessons and the value of intermediation...
Quants received a lot of flak for the crisis, but the profession is on the cusp of a golden age, according to Myron Scholes, co-inventor of the Black-Scholes pricing model. In an interview with Laurie Carver, he also criticises post-crisis regulation,...
Multi-alpha strategies dominate commodity index developments
Banks are developing combined index strategies that allow investors to access a broader range of trading styles to maximise alpha
Citi indexes offer low-cost forex exposure
Citi has launched its CitiFX Beta Indexes series, allowing investors to access foreign exchange as an asset class.
It's all relative
Commodity-focused hedge funds have faced a torrid past nine months, suffering large losses and widespread redemptions. Yet some funds, notably relative-value arbitrage strategies, have performed better than most. By Richard Jackson
Sponsor's article > Reason for hope
One disappointing aspect of the Basel II deliberations has been the lack of any proposed change in the treatment of counterparty credit exposures. David Rowe argues that recent dialogue between the Basel Committee and industry representatives offers hope...
QIS 3: Banks can use internal pricing for standardised approach
BASEL - Banks participating in the QIS 3 survey can use internal pricing methods to allocate gross income to different business lines for the standardised approach to measuring operational risk in the Basel II bank accord, global banking regulators said...
Europe allows wider role for op risk insurance in Cad 3 [full story]
BRUSSELS - European banks and investment firms would be able to use operational risk insurance to reduce capital charges in all approaches to measuring op risk under new European Union (EU) capital adequacy rules, banking industry and regulatory sources...
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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