Risk Staff
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Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
BDT launches first hedge fund and targets Japanese equities
long/short fund to be managed by calender and dobson
Finding the right balance
Rebalancing hedge fund of fund portfolios for optimal performance in a treacherous bear market poses difficulties
Nine out of 10 long/short hedge funds fall below their watermark
Tremont survey spells bad news for industry as most hedge funds, globally, show big shortfalls
Facing the Quest
With returns of 8.22% in the past year, Collins Stewart's strict portfolio decisions are made through its own ranking system
China to hit unregulated hedge fund black market
Government to take action against underground funds
Knowing when the price is right
olatile markets have led to a change in risk procedures, with VaR and manager-led stop/loss strategies being favoured over automated controls
The secret to success
After a slow start, ETFs have rapidly taken off and provide great value to institutional users as an alternative way to equitise cash
A difficult 2002 creates smaller, stronger market
fall-out from 2002 has good and bad repurcussions for 2003
Bank of Finland to upgrade risk systems with Trema
The Bank of Finland will replace its mainframe and proprietary foreign exchange reserves, monetary policy and customer payments systems with an off-the-shelf service provided by Stockholm-based Trema.
Credit derivatives notional tops $2.3 trillion
The notional value of credit derivatives contracts now tops $2.3 trillion, according to Risk ’s third annual survey of credit derivatives dealers.
FSA calls for firms to keep business continuity a priority
The UK’s chief financial watchdog, the Financial Services Authority (FSA), has called on the 12,000 firms it regulates to keep business continuity as a priority.
FSA calls for firms to keep business continuity a priority
The UK's chief financial watchdog, the Financial Services Authority (FSA), has called on the 12,000 firms it regulates to keep business continuity as a priority.
Trayport offers swaps as part of updated brokerage system
London-based trading software vendor Trayport has launched the latest version of Global Vision, which includes support for foreign exchange forwards, repo, interest rate swaps and credit derivatives.