Market volatility, concern over slowing growth and the eurozone sovereign debt crisis hit hedge fund strategies in August. Only managed futures and global macros delivered positive returns.
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
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Take part in Asia Risk's annual poll of the top derivatives dealers and brokers in the Asia-Pacific region
The top five op risk loss events in August from SAS Software and an analysis of US banks' losses from the ABA Operational Loss Data Sharing Consortium
Operational risk data, September 2011
Hedge fund strategies provided significant downside protection for investors in July, according to data from Eurekahedge.
SAS June data shows a return to smaller losses, and FinCen's new data shows the number of suspicious activity reports filed by US depository institutions falling for the second year in a row
Risk's annual poll on South Africa's derivatives markets, including interest rates, currency, equity and other categories
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.