Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Italian unease
Italy
Algorithmic investment strategies
Sponsored Statement
Modelling South African swap spreads
Sponsored Statement
Credit due
Comment
Building through selling
Real estate
The OTC ambassador
Isda's deputy chief executive, George Handjinicolaou, talks to Alexander Campbell
The risk of one
Fund Derivatives
Capitol mortgage ideas
Government-sponsored Entities
Quants' tail of woe
Liquidations of large quantitative equity portfolios prompted widespread misfiring of hitherto robust quant models. Historically unusual returns volatility and multi-billion-dollar mark-to-market losses ensued. Leading hedge fund managers talk to Jayne…
Economic capital ideas
This month sees the start of Charles Smithson's fourth series of Class Notes, which will run in alternate issues of Risk through the remainder of this year and into 2008. Class Notes is an educational series, designed to pull together the threads of…
Bear Stearns sues ex-MD for $810,000 unpaid taxes
LOSSES & LAWSUITS
OFAC fines National Australia Bank for 'trading with enemies'
LOSSES & LAWSUITS
Rogue traders cost Calyon $358 millon in fines
LOSSES & LAWSUITS
Hadenglen and CEO fined over re-mortgage and PPI selling
LOSSES & LAWSUITS