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
Inflation not driven by strong economic growth; symptoms of a financial bubble
Risk disciplines at the UK's Royal Air Force face similar challenges to the financial sector
CROs from top insurers spell out how to excel in their role
Post-crisis push for better female board representation paying off
Recession, regulation and renewables are main worries, says Port
Female representation on boards linked to improved business performance
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 Marcello Colasante introduce a technique that significantly...
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 this article, Carlos Blanco provides some advice on...
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