Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
A decent exposure
Weather risk
Vertical take-off
Weather risk
Energy swaps
Weather risk
Building load links
Weather risk
Estimating economic capital allocations for market and credit risk
Value-at-Risk (VAR) measures often are used as a basis for setting so-called"economic capital" or buffer stock measures of equity capitalization requirements.VAR measures do not account for the time value of money or theequilibrium required return…
Pensions funds spoil the hedge fund party
Matthew ridley
Federal Reserve’s Bies advocates a 25,000 ft view
Enterprise-wide risk management
BITS develops security risk calculator
Management intelligence
Complex products rule deemed ‘too broad’
Regulatory Update
FATF faces growing pains
Special focus financial crime
Clearing and settlement group holds first meeting
Management intelligence
Bank of Italy official posts op risk paper
Measurement advances
NYC launches emergency access programme
Business continuity
New CIP procedures issued
Anti-money laundering
Outsourcing paper published
Regulatory Update
FSA opens up to industry
Regulatory Update
Phishing 'to cost US banks $400m'
Anti-money laundering
What's happening and when
What's coming and when
Changing hats
Measurement advances
US Group Issues New Broker 'Points' Guide
Regulatory Update
EU CAD: behind the smiles
EU capital adequacy directive
AML executives ponder third directive
Anti-money laundering
SEC’s ORA mission and structure outlined
Regulatory Update