Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
The beauty parade
Investment consultants
Parmalat
News
Hedge funds see first capital outflows in two years
Alternative investment strategies saw their first quarterly net outflow in more than two years in the last quarter of 2002, capping a year in which $16.3 billion in assets were added to hedge funds, according to research compiled by Tremont.
Playing a waiting game
With energy – and particularly natural gas – costs on the rise, are end-users finally coming to terms with the importance of hedging or are they still waiting to get burned before they enter the hedging market? Kevin Foster reports
US energy prices: in line for a fall?
A combination of concerns in the second half of January 2003 has boosted US oil and natural gas prices to levels not seen since the winter of 2000/2001. Will the higher prices stick? Logical Information Machines examines cause and effect
Isda pushed for electronic documentation of complex swaps
The International Swaps and Derivatives Association today released its recommendations for financial products markup language (FpML) version 2.0 for rates products.
Refco launches web prime brokerage using Currenex
Refco F/X Associates, part of Refco Group, has taken its foreign exchange prime brokerage service online in a bid to improve efficiency, a senior official at the broker in Chicago told RiskNews' sister publication FX Week .
HKEx tweaks stock futures and options offering
Hong Kong Exchanges and Clearing (HKEx) has tweaked its range of single-stock futures and options to include contracts related to Bank of China (BOC) Hong Kong (Holdings) and suspend those of China Petroleum & Chemical Corporation (Sinopec).
Merrill hires forex derivatives marketer
Jim Crimmins will join Merrill Lynch in New York early in March as a senior foreign exchange and interest rates derivatives marketer. This is a new position, which will "add strength" to the team, said a spokesperson at the bank in New York.
Fitch unveils OpVantage version 5.0
Fitch Risk, a unit of rating agency Fitch, plans to release a March update of its OpVar software, which provides a database of operational loss events and software that helps banks better model operational risk.
Patsystems names two non-executive directors
UK electronic trading software company, patsystems, today named Stewart Millman as non-executive chairman and Richard Last as a non-executive director.
GE ERC names Narvell as new global chief actuary
GE's Employers Reinsurance Corporation (GE ERC) has lured John Narvell from XL Winterthur International as its global chief actuary.
Reuters to focus on risk services as losses hit £533 million
Reuters is to concentrate its business development on risk management, treasury products and content management as part of an ongoing overhaul of the UK information and trading systems provider, instigated by chief executive Tom Glocer.
CLS hires ABN Amro’s Butterfield
Jonathan Butterfield has joined CLS Bank in New York as executive vice-president, marketing and communication.
AIB promotes capital markets head
Allied Irish Banks (AIB) has made its capital markets head, Colm Doherty, an executive director of the bank.
A war in Iraq could make capital preservation tricky
Disciplined risk management is key in current volatile market conditions
UK equities are focus of two long/short Old Mutual funds
funds will be managed by richard moore and ashton bradbury
Sub investment grade paper is expected to boost returns
Opportunities are growing but managers are still avoiding telecoms
Getting it right
Gottex Market Neutral Fund has made consistent high returns for investors since June 1999. Hedge Funds Review looks at what makes this fund tick