Construction of large portfolios consistent with investors' views and stress test scenarios is a challenging task, considering the volume of information to be processed. Attilio Meucci, David Ardia and...
A well-diversified portfolio could be better for controlling risk than volatility investments, according to members of the family office industry.
Stress testing is a vital part of successful risk management, but risk managers at energy trading firms frequently face obstacles in designing and implementing successful stress testing programmes. In...
More Risk management articles
A new book, Commodity Investing and Trading, is now on sale from Risk Books. Energy Risk provides an exclusive preview
Sars outbreak 'showed insurers not immune to interconnected global crises', says AIG Asia-Pac deputy finance chief
For too long, regulators have issued complex rules while seemingly oblivious to the fact that banks will struggle to comply, argues David Rowe. A new initiative around effective risk data aggregation and reporting represents an overdue focus on the fundamentals...
Latest EY risk management survey finds risk culture questions remain
Regulators and politicians in the UK want bankers to be more accountable for mistakes made by themselves and their teams. But while supervisors are trying to expand the existing sanctions regime, politicians are seeking a more radical overhaul. Lukas...
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.
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