Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Profiting from gas prices
Natural Gas
Eyeing the pricing
Natural Gas
The great gas price divide
Natural Gas
RMG leaves Basel II op risk issues unresolved
SAN FRANCISCO - The Risk Management Group (RMG) of the Basel Committee on Banking Supervision met in mid-September to attempt to thrash out some key operational risk issues, and review the comments from the third consultative paper (CP3).
Energy firms face “crunch time” for accounting compliance
Professional services firm PricewaterhouseCoopers (PwC) says time is running out for energy and utility companies to get to grips with the pending implementation of the International Financial Reporting Standards (IFRS).
The politics of betting
Using markets to forecast political events may not be as strange an idea as it seemed in July, when a terrorism futures scheme collapsed. But there is still scepticism as to whether such an approach would be ethical or effective. By Maria Kielmas
People swaps
Buchanan appointed Ofgem chief executive UK energy regulator the Office of Gas and Electricity Markets (Ofgem) has appointed Alistair Buchanan as chief executive. Previously head of European utilities research at Dutch bank ABN Amro, Buchanan (pictured)…
Rothschild enters oil risk sector
Heading the senior team is Martin Fraenkel, previously managing director of JPMorgan Chase's global commodities group in London. Fraenkel has recruited hissenior team from outside Rothschild. KamalInvestment bank Rothschild has entered the oil risk…
Operational and market risks of a regulated power utility
Victor Dvortsov and Ken Dragoon present an analytical method for including market and operational risks when estimating utility portfolio value-at-risk
Measuring the value of clearing
Central clearing houses offer major advantages to the electricity trading industry, says UK Power Exchange’s Paul Danielsen. He sets out a practical example to demonstrate how UK power firms can benefit from clearing
Philippines SEC drafts FX reporting guidelines
PHILIPPINES - The Philippines' Securities and Exchange Commission (SEC) last week announced draft guidelines on the preparation of foreign currency-denominated financial statements for corporations in the country.
Isda opens Washington office in lobbying push
The International Swaps and Derivatives Association, the New York-based trade association for the over-the-counter derivatives industry, is opening an office in Washington DC to increase its lobbying of the US government.
Reliant settles with Ferc for up to $50m
The US Federal Energy Regulatory Commission (Ferc) yesterday reached agreement with subsidiaries of Houston-based Reliant Resources to settle all its investigations in connection with its review of manipulation of the Californian energy markets. The…
Isda opens Washington office in lobbying push
The International Swaps and Derivatives Association, the New York-based trade association for the over-the-counter derivatives industry, is opening an office in Washington DC to increase its lobbying of the US government.
Supply and demand scenario is poor for convertible bonds
CONVERTIBLE BONDS
The winner’s circle
MANAGING MONEY
Lower volatility and investor pressure ups funds’ exposure
EUROPEAN LONG/SHORT
Vital Statistics
FIXED INCOME
The debate continues...
INDICES
Emerging markets could give distressed funds a good boost
DISTRESSED SECURITIES
A better man
Man Group has seen record profits and fund raisings over the last few years. What is its secret?
A new paradigm for m&a managers
MERGER AND ACQUISITION ARBITRAGE
Getting away with merger
As acquisitions heat up more, more funds of funds are buying into M&A arbitrag