Banks neglecting necessary work on data and model governance, warn tech vendors
Cyber crime and nanoparticles represent emerging risks for insurers, says John Scott
Former rogue trader says new UK rules could "change the way people look at risk"
Sponsored webinar: FIS
This paper investigates a sample of 142 live hedge funds via a DEA sensitivity analysis using a super-efficiency model.
Supervisors "need firms to be profitable", writes BoE's Fisher
Alessandro Mauro shows how using value-at-risk can improve market risk analysis in the energy sector
Alexander Passow presents a portfolio performance measure that combines the omega measure with Johnson distributions
Firms seek clarity on use of probabilistic scenarios ahead of January 2018 deadline
Definitions, reporting lines, frameworks and metrics vary among major banks, Risk.net research shows
High volatility and noisy data sets have profound implications on risk management in commodity markets
The susceptibility of enterprise risk tools to poor quality data is a major issue
This paper proposes an AR–GARCH-type EVT model with various innovations for energy price risk quantification.
US shale drillers expected to suffer as hedges expire in the second half of 2015
Sanjay Sharma talks about risk transparency and how his book helps achieve it.
ARP Investments offers cut-price exposure to popular hedge fund strategies
Employee perceptions are key to assessing risk culture at large banks
French hedge fund also fears regulators may cap leverage and curtail shorting
Sixth iteration of directive could pose danger to portfolio risk management
Chartis focuses on risk management systems and practices
Ardia and Meucci introduce a parametric entropy pooling approach to portfolios stress testing
Banks could be "unbundled" if they reject technology overhaul