As Asian bond markets have developed, the need for reliable and credible ratings has increased – but are Asian credit rating agencies up to the task?
This is the first of a two-part series on credit valuation adjustment (CVA). In this piece, Carlos Blanco and Michael Pierce introduce the concept of CVA and show how to calculate CVA at the trade and...
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 Features/Risk Management articles
Germany’s WestLB was a casualty of the 2008 financial crisis. Four years on, a part of it still survives as the portfolio management firm Portigon. Op risk head Rainer Sprengel tells Jessica Meek about the problems it faced during the transition –...
Demand response could help resolve Texas’ shortage of generation capacity, but how should the Lone Star state retool its power markets to bring about more demand-side participation? The answer will have nationwide implications, Alexander Osipovich finds...
Stressed value-at-risk has been less controversial than the other capital charges introduced in response to the financial crisis – but some dealers say the new metric is decreasing appetite for risk in foreign exchange options markets and might drive...
The growth of master limited partnerships in the North American energy sector is creating a new breed of exploration and production companies with an increased appetite for hedging. The biggest of these, Linn Energy, has hedged 100% of its production...
Building additional risk and valuation functionality for existing ETRM systems is very often necessary, but decisions to develop it internally are often flawed, argues Chris Strickland
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
Australia, 5th - 7th Mar 2014
South Africa, 12th - 14th Mar 2014
UK, 12th Mar 2014
UK, 13th - 14th Mar 2014
UK, 13th Mar 2014