Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Emerging nations consider Basel II
Front Page News
Political stirrings in run-up to EU CAD
Front Page News
Check 21 adoption 'will be slow'
Management intelligence
Spitzer skips RBC inquiry
Regulatory Update
EU calls for review of credit rating agencies
Corporate governace
Losses and lawsuits
Loss database
PwC service aims to enhance performance
Corporate governace
Managing hedge funds’ exposure to op risks
Hedge funds op risk analysis
Banks struggling to meet AMA requirements on time
Measurement advances
US passes stiffer penalties for ID theft
Anti-money laundering
The holistic approach to operational risk management
Holistic op risk practitioner's corner
Briefs
Regulatory update
Business continuity plans drawn for Australia
Business continuity
RMA and ORRF up European efforts
Measurement advances
Investec Private Bank - August 2004
Investec Private Bank explains its approach to manager selection, and the challenges of the institutionalisation of the industry.
Winton CM, David Harding - August 2004
David Harding, Winton CM's CEO, spoke on the importance of research, the spread of Winton's managed futures program, and what market conditions favoured the strategy.
Exploring correlation risk
Credit guide: basket default swaps
Looking to Europe
Editorial Letter
Sponsor's article > Basel II: change is good
Basel II is an opportunity for banks to modernize and upgrade their risk practices, policies and technology to manage risk in a holistic fashion. Alliance & Leicester, a UK based financial institution with assets of over €55 billion, took early advantage…
Quantifying operational risk
This is the fifth of Charles Smithson's latest series of Class Notes, which will run in alternate issues of Risk through to the end of 2004. Class Notes is an educational series, designed to pull together the threads of recent developments and thinking…
Bear supplies Optima with risk system
Bear Measurerisk, a technology subsidiary of Bear Stearns Asset Management, is to supply Optima Fund Management with risk monitoring and reporting systems.
AIB repays €26m for overcharging
Allied Irish Banks (AIB) said it is repaying €26 million ($32 million) it overcharged clients on three million FX deals, after a regulator slammed the bank in a report last week.
EU CAD beta lowered – but only for some
UK and European op risk executives were shocked when a EU Commission official revealed that although the beta for the trading and sales business line would be lowered to 15% from 18% in the EU's Capital Adequacy Directive, this benefit would only be…
Boston Fed publishes new op risk paper
The Federal Reserve Bank of Boston published another ground-breaking paper on operational risk in mid-June.