Tough environment for CTAs likely to end as interest rates start to rise
IMF chief economist says ‘three-speed’ global economy could be dangerous
In this paper we discuss operational risk modeling and consider a general Bayesian context incorporating information on market risk profile, expert opinion and operational losses, taking into account the...
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
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Demand for fixed-income dynamic interest rate strategies that combine short-term algorithms and long-term positions on interest rate futures is slowly returning
In an interview with Credit, economist Nouriel Roubini talks about the danger that sub-par US and European growth becomes entrenched, and offers his views on whether Ireland and other peripheral Eur...
Growth in Bric nations may not help global economy
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Commodity price increases may indicate improved economic prospects
Nomura chief economist Richard Koo warns the US and European economies face double-dip recession and a prolonged period of economic stagnation if stimulus is cut too soon.
US-led efforts to rebalance the global economy are in danger of foundering on Europe’s fiscal retrenchment drive. The result, warn economists, may be a global bond trap, whereby surplus liquidity ...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.