As an asset class, credit has promised more than it can deliver, says Richard Jory
Inflows favour wider emerging markets exposure; Commodity underlyings predicted to shine; Insurers will increase allocations to illiquid and non-traditional credit assets in 2013
The fragile state of the world’s advanced economies, as demonstrated by early February’s dire GDP figures for the eurozone showing a larger-than-expected contraction in the fourth quarter of 2012,...
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.
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Société Générale Corporate and Investment Banking (SG CIB) may not be the bank most commonly associated with commodity and energy markets, but the French bank notches up an impressive victory in this year’s Risk and Energy Risk Commodity Rankings....
Getaways are supposed to be quick. Traditionally, a car stands idling by the kerb with its doors open while a jittery driver smokes behind the wheel, ready to speed into the night. Judging by much of the press coverage – and the stock market reaction...
Hedge fund performance needs to rise in 2013 in order to ensure institutional investors do not lose heart with alternatives. But new EU rules could distract managers from focusing on performance.
The recent easing of the Basel III liquidity coverage ratio is welcome, but highlights the difficult – perhaps impossible – regulatory challenge of striking the right balance in a world of too-big-to-fail banks, writes David Rowe
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
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