Testing your metal
Systemic risk and ETFs
Finding value in energy volatility
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Research articles
Hard times for metals markets
Despite lacklustre performance across many strategies, hedge funds had good inflows, ending 2011 with total AUM of $1.71 trillion. Fixed income was the best performer and equity long/short the worst.
Op risk loss data
Case for long/short commodity indexes
Hedge funds had marginal losses in November as the investment environment stayed tough, while performance-based losses and outflows wiped $10 billion off the size of the industry, reports Eurekahedge.
Long/short commodity investing shows positive resultsLong/short commodity investing shows positive results
Plus types of operational risk loss by event, from November 2009 to November 2011
Hedge funds gained 1.88% in October as better-than-expected US economic data and a near resolution to the eurozone crisis boosted the markets.
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.