Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Satisfaction guaranteed?
There is no need to feel blinded by science when buying a product with a guarantee. The answer lies in asking the right questions
A new era
What impact will the proposed changes to Germany's tax and investment laws have on hedge fund administrators?
Euro managers unwilling to route directly to exchanges
german institutions least resistant to electronic trading
Liquidity-driven market rally improves fortune of long/shorts
Factors including a five-fold increase in liquidity have led to a turnaround
DRKW expands its prime brokerage services with global macro operation
new offering includes forex, fixed income and derivatives
Fixed income managers need strict downside risk discipline
Challenge for managers to 'ride the storm' as market looks unstable
Growth of hedge fund indices will separate the 'wheat from the chaff'
benchmark progression will bring institutional money to sector
Tax of foreigners in UK to undergo sweeping changes
Government moves to unify uk taxation with EU rules
Does size matter?
A recent study compared returns relative to hedge fund portfolio size, offering interesting insight into the performance versus size debate
Relaxing the rules
The US has eased its regulatory requirements for the registration of hedge fund managers, spelling good news for the industry
Escoffier replaces Annandale as SG’s head of UK derivatives
David Escoffier, formerly head of distribution for equity derivatives structured products at Société Générale in the Americas, has replaced Charles Annandale as head of equity derivatives in the UK.
Trade bodies back credit rating agency reforms
Washington, DC - Several financial industry trade associations are supporting reforms to the recognition of credit rating agencies in the US.
Basel paper outlines way forward for op risk insurers
The Basel Committee on Banking Supervision released a paper in August outlining what the insurance industry must do to design op risk transfer products, including insurance and capital markets products.
Reuters enters the op risk software market
NEW YORK - Reuters is the newest player in the op risk software field. The global information technology company is preparing to launch an as-yet-unnamed op risk software solution in the next two months, says Julian Fisher, head of operational risk at…
The devil is in the detail, CP3 respondents tell Basel Committee
Comments on the op risk portions of the Basel Committee on Banking Supervision's third consultative paper (CP3) were supportive of the overall framework, but highly critical of specific details in the proposal.
Hedge out on the highway
US haulage firms seem to be making little use of risk management tools to mitigate high fuel prices. But parcel carriers are taking the initiative, finds Kevin Foster
Allegheny reduces trading exposure with contract sale
Maryland-based Allegheny Energy has reduced its exposure to energy trading by selling an energy supply contract to a subsidiary of Goldman Sachs for $405 million.
Chicago Climate Exchange live in Octoberwith contract sale
The Chicago Climate Exchange (CCX), a greenhouse gas (GHG) emissions market, will start trading on October 10, it said in August. CCX also said it has contracted Atlanta-based online commodities exchange IntercontinentalExchange (Ice) to design, provide…
People swaps
BOC’s Mortimer to join European energy users’ body Hugh Mortimer, commercial manager at UK industrial group BOC, has been invited to join the board of the International Federation of Industrial Energy Consumers Europe (IFIEC). He will replace David…