Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Looking for returns
Comment
A first for Singapore
New angles
Pricing debate bedevils employee option accounting
US corporates are lining up to advertise their virtue by being the latest to account for their employee stock options as an expense. But with no consensus on how to price these instruments, will it bring more clarity or confusion?
Job moves
QUOTE OF THE MONTH: - “We don’t have a problem with regulators telling us that we should tie our shoelaces, but we don’t want them to tell us how to do it” George Mathewson, chairman of the Royal Bank of Scotland, commenting on the rigidity of the Basel…
RiskNews review
September’s leading stories from RiskNews. Breaking news on derivatives and risk management, see RiskNews – www.RiskNews.net
The convergence of ALM and ERM
Banks seeking a truly complete view of their exposures are beginning to seek ways to integrate the enterprise risk management systems they use for their trading books with the asset and liability management systems they use for their banking books. Clive…
Pensions’ credit crisis
The markets’ swoon isn’t the only problem plaguing pension plans, according to credit derivatives dealers. They are also dangerously exposed to their own corporate sponsors. Navroz Patel reports on recent efforts to convince pensions to hedge this risk
First-class post
Stefano Calderano, head of retail products at BancoPosta, Poste Italiane’s financial services arm, has bankers throwing their balance sheets at his feet
Chapter 11: not the end of the story
With several major derivatives counterparties in or facing Chapter 11, an understanding of the legal ramifications of doing business with them is essential, say Mark Speiser and Sherri Venokur
Learning the lessons
Risk’s quarterly round-up of corporate risk revelations shows that increasing shareholder and regulator expectations in the wake of US accounting scandals are having some effect on corporate disclosure, but companies still complain about losses from…
Eurex sees another record month of trading
Swiss-German derivatives exchange Eurex saw its busiest month ever in September, with 83.6 million contracts traded, up 22% on September last year.
AT&T funds business continuity research
DISASTER RECOVERY
QIS 3 suggests Basel II op risk charges and insurance role
BASEL II UPDATE