Can reputational risk be measured

Reputational risk will often come hand in hand with operational risk, but it has yet to be taken as seriously, if it is even considered at all. David Benyon finds out why, and asks what might be done to resolve this situation

Kjaer joins RiskMetrics as president

Knut Kjaer, former chief executive of Norges Bank Investment Management - a division of the Norwegian central bank that oversees the $370 billion Government Pension Fund of Norway and the country's foreign reserves - has been appointed president of New…

From Basel II to Basel III

Financial institutions face major challenges in modelling credit portfolio risk, particularly in the field of CDOs. Walter Schulte-Herbrüggen and Gernot Becker argue that the main challenge will be in model testing, due to the increasingly customised…

EBRD selects S&P portfolio risk tool

The European Bank for Reconstruction and Development (EBRD) has chosen Standard & Poor’s (S&P) portfolio risk tracker (PRT) tool for its treasury operations. The move represents a blow to rivals Moody’s KMV and RiskMetrics, whose product, CreditManager,…

Reporting: a better performance measure

Past performance is no guarantee of future returns. RiskMetrics' John Matwey says more and more investors will therefore inevitably demand third-party reporting of risk positions taken by hedge funds.

Credit watch

In this month’s analysis of energy firms’ credit quality via Riskmetrics’ CreditGrades tool, Williams and El Paso are among those with tighter spreads

Pension fund risk systems advance

Vendors seeking to cater to pension fund clients are rolling out a new breed of asset/liability risk analysis tools to complement risk reporting and benchmarking systems, all tailored to the unique needs of these institutions.

Credit watch

Risk management and analytics firm RiskMetrics gives this month’s analysis of energy companies’ credit quality using its CreditGrades tool

Waiting for guidance

South Korea's banks have made huge strides in implementing risk management systems over the past few years, but Basel II is not yet a driving force, with banks waiting for the Korean regulator to publish local guidelines.

Making the grade

As credit risk is now a major concern in the energy industry, EPRM takes a look at CreditGrades, a risk measurement tool from risk analytics firm RiskMetrics