Risk awards 2009
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Source: Risk magazine
JP Morgan has won Risk magazine's derivatives house of the year award for the second successive year. In a 12-month period that saw the collapse of Bear Stearns and Lehman Brothers, unprecedented volatility...
Published online only
Source: Risk magazine
Good, profitable investment ideas are always appreciated by investors. As a result, those banks with a track record of providing practical, money-spinning strategies in their research typically get the...
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Source: Risk magazine
There hasn't been a year like 2008 in the short history of the inflation derivatives market. In the US, one-year inflation swap prices dropped from 1% to -3% in a crazy three-week period in October, having...
Find the information you need in articles from across Risk.net on Basel III, the Dodd-Frank Act, and Solvency II.
More Risk awards 2009 articles
Published online only
Source: Risk magazine
A glance at the contrasting fortunes of the major derivatives dealers over the past year tells its own story. A few - Bear Stearns and Lehman Brothers - have perished, having succumbed to mushrooming subprime losses and a famine in liquidity. Others saw...
Published online only
Source: Risk magazine
Readers of Risk voted Lorenzo Bergomi, head of equity derivatives quantitative research at Société Générale, quant of the year for his series of Smile Dynamics papers, the third of which was published by Risk in October. With volatility in the equity...
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Source: Risk magazine
The extreme levels of volatility seen over the past year have presented headaches for pension funds the world over. With their traditional asset allocation mix of 40% in equities and 60% in fixed income, they have been particularly vulnerable to plunges...
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Source: Risk magazine
Swedish family-owned conglomerate Stena is no stranger to risk, running operations in some of the sectors badly hit by the credit crisis fallout, such as shipping, real estate and offshore drilling. So far, it has weathered the storm of the financial...
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Source: Risk magazine
Even before the credit crisis struck in August 2007, structured products investors had been moving away from over-complicated payoffs towards simpler products. There was also a trend of fewer directional market plays in favour of market-neutral strategies....
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Source: Risk magazine
Islamic finance has always been open to interpretation: what ticks the boxes of one Islamic scholar may not meet the approval of another. A new product can take months of structuring and fine-tuning before it meets with the approval of one sharia board,...
Published online only
Source: Risk magazine
By anyone's standards, hedge funds have had a bad year. Erratic market conditions across all asset classes have shorn returns, humbling many of the world's biggest and most prestigious fund managers. The HFRI Fund Weighted Composite Index, compiled by...
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