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
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
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...
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...
Level 3 committee starts public consultation on its technical approach to diversification of internal models
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...
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.
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...
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...
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.
UK, 3rd Jul 2013
USA, 17th - 19th Jul 2013
UK, 24th - 25th Sep 2013
UK, 26th Sep 2013
USA, 21st - 24th Oct 2013
Updating your subscription status
Risk IPad Apps