Risk Staff
Follow Risk
Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
It’s all relative
Funds based on relativevalue arbitrage strategies have performed better than most. By Richard Jackson
Trading positions
Energy Risk catches up with the latest appointments, promotions and departures in global commodity markets
Spark-spread option valuation
In this next article of the Masterclass series, Lacima Group focus on power trading and detail how industry practitioners typically value the flexibility of generation assets as real options while taking operating constraints into account
CDS: Tighten sharply on positive economic data
Credit default swap 5-year mid-levels for structured products issuers (June 2)
S&P to launch carbon risk service
Standard & Poor's is set to launch Copra, a new risk assessment tool offering independent assessment of CER delivery risk for CDM projects
Steel industry looks to iron ore swaps
Steel producers remain sceptical of the benefits of hedging with futures contracts. Now interest in iron-ore derivatives could offer another way for steel players to hedge risk, finds Katie Holliday
Majors' contango play set to fade
Oil companies that profited from storing oil amid falling prices are unlikely to to see similar returns as the longer-term economic picture begins to brighten. Pauline McCallion reports
Industry prepares for OTC regulation debate
The US Government has initiated what is set to be a lengthy and complex debate over proposals for the regulation of over-the-counter derivatives, finds Pauline McCallion