Latest data on op risk losses from SAS
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Spending on IT systems is still rising to meet new regulatory demands, with credit risk growing as a priority. Michael Watt reports
Using three currency investment strategies - carry, trend and value - it is possible to apply the alpha beta separation framework to currency funds and allows the study of return drivers from currency
Market rallies following policy announcements from the ECB and US Federal Reserve helped hedge fund performance in September, reports Eurekahedge. CTAs were the only strategy with negative performance.
An analysis of commodity indexes shows third-generation indexes accurately take into account the fundamentals of commodity futures markets by going long backwardated assets and short contangoed ones.
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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