Risk has recently carried much debate about the curves to be used for discounting derivatives transactions. Lindsey Matthews and Luca Bosatta present a related new methodology for calibrating credit curves...
Since its launch 13 years ago UBS Delta, the cross-asset class web-delivered portfolio risk management system, has developed considerably. At its core UBS Delta is a risk engine, used by many of the...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Ubs delta articles
One of the key aims of the European Securities and Markets Authority is to deliver a common approach to regulation across the EU, ensuring consistency and co-operation across borders. Executive director Verena Ross talks to ORR about how the new regulator...
The revelation of rogue trading at UBS follows a period of market volatility. That is nothing new, say risk managers
Risk management for the buy side has many similarities with that for the sell side, but there are also many significant differences. A buy-side risk management tool should be flexible enough to adapt to investment processes, rather than forcing a ‘one-size-fits-all’...
Solvency II increases the focus on the sourcing and calibration of accurate and representative discount curves. Alterations to discount curves may change optimal hedges and necessitate re-hedging. Here we use a simple educational example to demonstrate...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
UK, 12th Feb 2014
UK, 13th Feb 2014
UK, 19th - 20th Feb 2014
Germany, 25th Feb 2014
UK, 25th - 26th Feb 2014
Updating your subscription status
Risk iPad and iPhone Apps