Institutional Investor end-user Rankings 2007
Corporate risk managers are too focused on complying with regulations at the expense of helping their companies operate, according to a new report.
The RMA Market Risk Council has published the results of its Trading Activities and Counterparty Risks Survey.
Risk management on the buy side has, over the course of the last few years, become a specialist business process in its own right. But there are still a myriad approaches to essentially the same challenge: ensuring that you do not expose your organisation...
Risk management for investors
Richard Martin describes the application of saddlepoint methods to the calculation of tranche payouts and expected shortfall in loss distributions. Aside from computational use in their own right, the resulting formulas motivate a forthcoming discussion...
Funds of Hedge Funds
Phillip Straley, Partner, global financial services risk management, Ernst & Young