Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
ATM fraud brushed over
Anti-money laundering
Briefs
Measurement advances
FSA vague on AMA waiver pack approach
Regulatory update
Basel II realities kick in for emerging markets
Basel II emerging markets
What's happening and when
What's coming and when
HK details framework
Regulatory update
The oil baron whodigs gold
HFR talks to Daniel Masters of Global Advisors about prospecting for profit as the fissures open up in oil, energy and metals prices
Global Advisors, Daniel Masters - September 2004
Hedge Funds Review spoke with Daniel Masters of Global Advisors about Global Advisors Discretionary Program, which had returned 15.6% between September 1999 and 31 July 2004, prospecting for resources profit
Aspect Capital, Trading Fund, Martin Lueck - Sep 2004
Trading in around 100 futures markets, Aspect Capital’s Trading Fund had produced a net return of 45% since its inception in 2000. Then-research director, Martin Lueck, explained what drove the program to profits.
Covered bonds in the spotlight
sponsored roundtable
PAUL ATKINS
Columnist
Anti-competitive probe focuses on Amex and CBOE
The American Stock Exchange (Amex) and Chicago Board Options Exchange (CBOE) are being investigated for possible anti-competitive practices, according to the National Association of Securities Dealers (NASD).
First Irish covered mortgage bonds set to debut
Bank of Ireland's mortgage banking unit is readying the country’s first issuance of covered bonds backed by a pool of residential mortgages. The €2 billion issue, which will be triple-A rated, is set to be priced within the next month. Barclays Capital,…
Philadelphia Stock Exchange names new product development head
Philadelphia Stock Exchange (PHLX) has named Chicago Board of Trade (CBOT) veteran Daniel Carrigan as vice-president for new product development, reports RiskNews’ sister publication, Dealing With Technology .
Bank of Italy official posts op risk paper
In mid-July, an official from the Bank of Italy posted a paper, The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee, which is beginning to garner attention in international op risk circles.
Bank of Italy official posts op risk paper
In mid-July, an official from the Bank of Italy posted a paper, The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee, which is beginning to garner attention in international op risk circles.
Basel II and the single-instrument bank
Banks could take a cue from the construction industry if they want to lessen the burden of Basel II, argues Ron Dembo.
EU calls for review of credit rating agencies
The European Commission has called for a review by the Committee of European Securities Regulators (CESR) of credit rating agencies, amid renewed activity on both sides of the Atlantic on the credit rating agency regulatory debate. Also, according to…
Outsourcing paper published
The Joint Forum and the International Organization of Securities Commissions published Outsourcing in Financial Services in early August.
Reassessing self-assessment
Traditional approaches to assessing and controlling operational risk within institutions are outdated, argues Gerald Sampson. Self-assessment needs rethinking, and proper risk evaluation is far better served if risk management departments assume their…
Isda readies inflation documentation
An increase in the use of inflation derivatives has prompted the International Swaps and Derivatives Association to set up a task force to develop standardised documentation for transactions. The first draft of the documentation has been completed and…
Non-G10 countries to implement Basel II over 2007-09
South Africa has set January 1, 2008 as the implementation date for the new Basel Accord, also known as Basel II, according to Carel Oosthuizen, the head of Basel II implementation at the South African Reserve Bank.
Citi trades prompt MTS limits
Citigroup ignited a major market movement in the European government bond markets last week, prompting electronic execution platform provider MTS to implement temporary limits on orders, an industry source familiar with the situation told RiskNews’…