Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Profile: Making a habit of innovation
Special report: Focus on España
Under the microscope
Regulation
Caja Castilla La Mancha
Quant analysis
Credit Mutuel
Quant analysis
Benefiting from credit
Credit
Rivoli - May 2005
Rivoli has applied algorithmic trading techniques to the fixed income market – with some interesting results, as Hedge Funds Review explains.
Sponsor's article > Algo Capital: Algorithmics’ solution for Basel II
Basel II presents financial institutions with a significant challenge. It demands that institutions take a more integrated, enterprise approach to risk management, both across risk types and across economic and regulatory capital calculations. These…
Sponsor's article > NIBCapital Case Study: Achieving Integrated Enterprise Risk Management
NIBCapital is an independent merchant bank with a global distribution network. Headquartered in The Hague in The Netherlands, the highly rated bank focuses on northwestern Europe and global clients in selected industry sectors, providing corporate…
Monte dei Paschi’s asset management unit backs new hedge fund
Monte Paschi Asset Management (MPAM), the asset management arm of Banca Monte dei Paschi di Siena, plans to back a fixed-income specialist hedge fund called TrinityCapM with €25 million in seed capital.
Borsa Italiana creates governance committee
The Milan-based Borsa Italiana has formed a committee to revise its corporate governance code of conduct. The committee has been formed to meet the ongoing need to adopt best practices and increase transparency among companies listed on the Borsa…
UK regulator appoints new director of enforcement
The Financial Services Authority (FSA), the UK's financial services watchdog, has appointed Margaret Cole as its new director of enforcement. She will report to John Tiner, chief executive of the FSA.
The risk monitor
As systemic risk concerns resurface, Gerald Corrigan, co-chair of Goldman Sachs’ firm-wide risk committee, has revived an industry group formed after the LTCM debacle. By Navroz Patel
Living with volatility
Three months after the new International Financial Reporting Standards came into effect, European companies are waiting to see how the rules will be received by investors and analysts. Duncan Wood reports
Barclays hires quartet to structured credit group
Barclays Capital has hired four staff to boost its structured credit products sales team in New York.
Goldman loses CDO co-head to Deutsche
Deutsche Bank has hired Michael Henriques as a managing director responsible for origination, structuring and risk management of principal finance opportunities within its special situations group (SSG).
In the spotlight
The Financial Services Authority has warned banks about the high number of unsigned confirmations in the credit derivatives market. Banks need to take action to clear the backlog, and with the FSA watching closely, they need to do it quickly. By Hann Ho
Regulation into returns
Managing one of the largest US commercial mortgage portfolios entails tough operational risk and Sarbanes-Oxley compliance challenges. General Motors Acceptance Corporation’s commercial mortgage arm is meeting the challenge and cashing in on its new…
Concern over ABS op risk grows
Recent defaults, downgrades and losses have prompted increased concern among investors about the operational risks associated with securitisation, according to a new Standard & Poor’s (S&P) survey.
Isda looks to past and future
Members of the International Swaps and Derivatives Association celebrated two decades of derivatives achievements at the trade body’s twentieth annual general meeting in Barcelona last month.