Diversification
FTSE Diversification index series as the 'way forward'
FTSE and QS Investors have launched an alternatively weighted index series in an effort to promote diversification across countries and industry sectors.
Restrictions on bank proprietary trading have caused liquidity to fall in both the cash and derivatives markets, forcing buy-side participants to adopt alternative investment strategies
US structured product providers were offering diversification plays up to year-end 2009, indicating mixed prospects for benchmark domestic equity performance in 2010 and beyond. Products were on offer...
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.
More Diversification articles
Saul trustee: failure to diversify “a damning indictment”
Penny Green, chief executive of The Saul Trustee Company - responsible for Superannuation Arrangements of the University of London - has labelled the failure of pension schemes to adopt modern portfolio diversification theory "a damning indictment of...
Cutting edge: Visualising value-at-risk
Risk transparency is an important yet elusive goal of any risk management process. One challenge is to understand the diversification effects of the portfolio elements. Wentao Zhao and Kevin Kindall introduce a graphical technique based on value-at-risk...
CEBS consults on diversification benefits of internal models
Level 3 committee starts public consultation on its technical approach to diversification of internal models
Economic capital – how much do you really need?
Economic capital is becoming the language of risk. While market, credit and operational risk have different determinants and use different methodologies, the levels of risk can all be summarised in a common dimension – the amount of economic capital...
Overcoming the hurdle
How should capital be allocated to different business lines in a financial institution? ThomasWilson explores this question from an investor's perspective by constructing a statisticalmodel that measures the risk of individual business types.
Journal of Risk Volume 5 / Number 4, Summer 2003
Philippe Jorion This issue of the Journal of Risk marks the fifth year of publication of the journal. The journal is making good progress in its mission to disseminate academic and practitioner research into financial risk management. It has benefited...
Overcoming the hurdle
How should capital be allocated to different business lines in a financial institution? Thomas Wilson explores this question from an investor’s perspective by constructing a statistical model that measures the risk of individual business types. The...
How can investment banks use grid technology?
Learn how technology is enhancing risk management
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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What’s next for fixed-income ETFs and structured products?
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The OTC Derivatives Markets Conference
UK, 26th Sep 2013
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Risk USA
USA, 21st - 24th Oct 2013
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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.
- Finding the Right Path to Hedge Accounting
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