Feature/Commodities
Op Risk Looks Back... To the 18th Century
The 300-year-old statistical methods of Thomas Bayes are experiencing a renaissance.
Looking to the new horizon
Can a firm cut costs while increasing operational risk controls? This is just one of the many challenges facing the investment industry.
Recovering from record defaults
Sponsored article
Milan’s new collections
Italian securitisation
Credit Crunch!
Clive Horwood
Meeting in the middle
Cover story
Trouble below deck
German focus
Nykredit Markets’ mortgage prepayment model
Sponsor's Statement
Euro derivatives in the Nordic markets
Sponsor's Statement
Creating successful clearing solutions
Sponsor's Statement
BNP Paribas cancels Asian CLO
New angles
Paths to deregulation
Energy
One of the few
Profile
The balance of power
Prime brokerage
Reaping the advantages of Basel II
PRACTITIONER ANALYSIS
AIR releases terrorism risk model
DISASTER RECOVERY
Cranks, academics and practitioners
Emanuel Derman ponders the difficulties in distinguishing among the three
FAS 133: routine or ruinous?
The Association of Finance Professionals, a 14,000-strong group of corporate treasurers and finance officials, gave Risk an exclusive look at its just-completed member survey on the implementation and consequences of FAS 133. Two years after the…
High-frequency trading: how great is the need for speed?
Just how important is speed? Risk managers and traders are weighing the value of high-frequency market data and trading technologies against their costs. Gallagher Polyn examines the debate over using high-frequency data in risk models, and profiles one…
Julius Baer launches capital protected products in response to “volatile and difficult times”
Declining political and economic stability has led to Bank Julius Baer launching a number of capital protected products, including investments that offer private investors exposure to rising gold prices, said the Swiss banking group.