Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Time to get motivated on modelling
DATA MODELLING
News in brief
News
JP Morgan CDO marketer departs
Paul Horvath, co-head of European collateralised debt obligation marketing (CDO) at JP Morgan, has left the firm. The remaining CDO marketing co-head, Olrich Masek, will assume Horvath’s responsibilities. Horvath is thought to be joining Merrill Lynch in…
Barclays adds structured credit marketer
Barclays Capital, the investment banking division of Barclays Bank, has hired Jane Privett as a director within the UK institutional credit sales team.
Trading Book review to be published in April
Basel II's Trading Book review will be published at the end of April, according to Dianne Moore, prudential programme leader at the UK's Financial Services Authority in London. The original target date for a consultation release, according to a document…
The ABC of ORMs
Creating an effective operational risk management (ORM) framework is essential for the institution looking to stay afloat in today’s volatile op risk environment. Gene Álvarez provides an in-depth analysis of how such a framework can be put in place
Rankings 2005
Rankings 2005
In a muddle over MiFID
The EU’s Markets in Financial Instruments Directive (MiFID) has appeared like a bolt from the blue for most op risk managers. Should they be scared? By Duncan Wood
Protecting alpha, preventing omega
The process by which hedge funds do business is under increasing scrutiny from both regulators and investment institutions. Getting it right at the outset is essential if the industry is to develop. By Anthony Cowell
CEBS to create EU reporting standards
LONDON -- In January, the Committee of European Banking Supervisors (CEBS) launched a consultation on standardising certain aspects of financial reporting within the EU. It also announced a complete timetable for the various consultations it plans to…
FitchRisk to drop Algo op risk product
NEW YORK -- An executive from FitchRisk, the New York-based risk management software firm, has told Operational Risk that the firm plans to drop Algorithmics’ op risk software offering in the wake of its purchase of the Toronto-based software firm.
FSA releases latest paper on Basel II
LONDON -- At the end of January, the UK’s Financial Services Authority (FSA) released its newest consultation paper on Basel II implementation, CP05/3, Strengthening Capital Standards , along with a cost-benefit study of Basel II implementation, a…
Consolidated supervision row brews
BRUSSELS -- European financial services associations are furious that the compromise text produced by the European Council on December 7, 2004, for the capital requirements directive (CRD) did not modify the European Commission’s proposals on…
The experts excel
Rankings 2005
Real-time trading
Rankings 2005
Layers of intrigue
Rankings 2005
A bid for power
Rankings 2005
Exceptions to the rule
Rankings 2005
South Africa could reduce capital reserves by 2% as a result of Basel II
The South African Reserve Bank hopes to lower its capital reserve requirements from the current 10% to 8% as a result of the implementation of the new Basel Accord, according to Carel Oosthuizen, head of Basel II implementation at the bank.
Correlation: the horror!
Rankings 2005
Smoke without fire
Rankings 2005
The basics of basis
Rankings 2005
If the cap fits...
Rankings 2005
A good bet for 2005
2005 is forecast to be a tough year for many hedge funds, but the saturation of some of their traditional markets could prove a boon to the energy sector, finds Stella Farrington