Risk Staff
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Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
A formula for high prices
The US chemical industry is crying foul over spiralling natural gas prices, but there are measures they can take to protect themselves, as Kevin Foster discovers
How to spot a VaR cheat
Traders can use weaknesses in VaR measurement to make it appear that they are not taking any risks. Brett Humphreys exposes how easily this can be done
Petrochemicals firms take a stand against oil price volatility
Many petrochemicals firms are seeking to reduce price volatility through hedging, given that the cost of crude oil is strongly influencing the price of petrochemical products. GlobalView Software looks at the figures behind the trend
Trac-x gains market maker support
BNP Paribas has signed up to make markets in the Trac-x Europe credit default swaps index initiative established by JP Morgan Chase and Morgan Stanley. Other major dealers are also looking into offering market making services in Trac-x products, with…
'Restructuring' partly dumped as Basel shifts stance on risk mitigation
The Basel Committee on Banking Supervision, the architect of new banking regulation, Basel II, which is due for implementation by the end of 2006, has made a number of concessions in its proposed treatment of risk mitigation techniques in the release of…
‘Restructuring’ partly dumped as Basel shifts stance on risk mitigation
The Basel Committee on Banking Supervision, the architect of new banking regulation, Basel II, which is due for implementation by the end of 2006, has made a number of concessions in its proposed treatment of risk mitigation techniques in the release of…
AIG hires risk manager in New York
Paul Stubbs will join AIG Trading Group in Greenwich, Connecticut, as a vice-president in foreign exchange and commodity risk management. He will report to Mark Balfan, senior vice-president and global head of market risk management.
Mizuho takes FNX for foreign exchange options
Mizuho Tokyo has upgraded to release 4.4 of FNX’s Sierra System for FX options trading. The new release has faster algorithms and architecture to accommodate Mizuho’s high volumes, FNX said.
HSBC appoints investment banking and markets co-heads
HSBC last week announced the appointment of Stuart Gulliver as co-head of the corporate, investment banking and markets business (CIBM), responsible for foreign exchange, fixed income, syndicated loans, structured credit, precious metals, equities and…