Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Business continuity not seen as priority by smaller UK firms
FRONT PAGE NEWS
Algorithmics strengthens European connection
TECHNOLOGY
EU Cad paper delayed to mid November
BASEL II UPDATE
Scor spreads widen 350bp after firm reveals €38m credit derivatives losses
The cost of senior debt protection on Scor ballooned to 850/1,000 basis points over Libor today, after the French reinsurer revealed, yesterday that it would make a net loss of €250 million this year, following major losses in credit derivatives and…
JP Morgan signs up 18 CLS third-party customers
JP Morgan Treasury Services, a unit of JP Morgan Chase, has signed up 18 third-party service customers to allow them access to continuous linked settlement (CLS). The third-party service contracts allow counterparts to settle their foreign exchange…
How to gain from risk premia
NATURAL GAS
Wall Street Systems names McDermott as Japan country manager
US-based Wall Street Systems has hired Sean McDermott as its country manager for Japan, as part of its on-going expansion into the Asia-Pacific markets.
Danske plans systems upgrades for exotics and swaps
Denmark’s Danske Bank plans to upgrade its front-end derivatives trading technology by introducing a number of new systems modules developed by IT provider Summit Systems, an operating unit of UK software company Misys.
Bank Thai signs up to FNX’s Sierra
Bank Thai - a bank established by the Thai government in 1998 when it consolidated the assets of Union Bank of Bangkok with Krung Thai Thanakit Finance and Securities and 12 other finance companies - has selected FNX’s Sierra Treasury system for its…
Cicada Offers Data Cleansing Service Options
Cicada, a consultant and provider of data cleansing and validation services, can now offer financial firms a mix of data cleansing and maintenance options.
DBS pair scoop Asia Risk risk manager of the year award
Two risk managers at the Development Bank of Singapore (DBS) have picked up Asia Risk’s first risk manager of the year award. Oon Kum Loon, who was head of group risk management at the bank until July, and is now chief financial officer, shared the award…
Kiodex releases upgrade of Risk Workbench system
Kiodex, the US risk management technology company, has released an upgraded version of its Kiodex Risk Workbench platform, with enhanced back-office functionality and counterparty credit exposure information.
JP Morgan Chase snatches Asia Risk’s house of the year award
JP Morgan Chase has won RiskNews ' sister publication Asia Risk 's derivatives house of the year award, while also picking up its prize for credit derivatives house of the year – an accolade it has held since the magazine began publishing its awards…
Washington fund operation profits from being spun out
restructuring of Washington Financial group successful
3A seeks higher returns by favouring immature funds
funds under three years' old achieve higher returns, says 3A
Pensions to increase alternatives allocation
A survey of pension funds offered by Axa, IBM UK, TRW, London Pension Fund Authority and Lloyd's of London, reveals an increasing interest in hedge funds
Read the small print
With prime brokers becoming an increasingly powerful force in the market, how closely should hedge fund managers examine the underlying agreements with their chosen provider?