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
Risk manager of the year bank: HSBC
Energy Risk's inaugural risk management survey reveals what you consider the biggest challenges, greatest fears and chief problems facing risk managers today, and what changes you would like to see in the future