Risk Staff
Follow Risk
Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
IntesaBci pulls back from credit derivatives; overhauls risk
Italy’s largest bank, IntesaBci, plans to downsize its credit derivatives business as part of a dramatic restructuring of its business.
Bank regulators to discuss how Basel II applies outside G-10
Banking supervisors from around the world are meeting next week in South Africa with a major item on their agenda regarding how and to what extent the complex Basel II bank accord could be implemented in countries outside the leading economies.
Bayerische Landesbank to use Algo for cross-product margining
Bayerische Landesbank (BayernLB), 50% owned by the Association of Bavarian Savings Banks with the remainder held by the Bavarian regional government, plans to implement Algo Collateral for all its cross-margining by March next year.
Long expectations
Permal Investment Holdings is positioning its portfolio to go long equities when market expectations rise
Market instability pushes indemnity prices higher
INSURANCE FOR FUND MANAGERS HAS CLIMBED UP BY 300% IN SOME CASES
New Star provides additional exposure to Japan and Asia
investors get best of both worlds with long/short fund
Short but sweet
Although much criticised after 11 September, shorting is gaining in popularity and the FSA is looking into its impact in the UK
Scottish Mutual jumps on hedge bandwagon
six-year 100% capital vehicle links to swiss boutique Bucephale
To buy or not to buy? The price is the question
PricewaterhouseCoopers examines the pros and cons of acquiring a hedge fund business
Opportunities offered in UK market with new Odey fund
hugh hendry to manage odey's fourth pan-european fund
Staying neutral
Crescendo UK fights market difficulties to avoid a drawdown in recent volatile markets
Government bonds are supported by low rates
Rapid movements in credit spreads have created opportunities
Tapping into the strength of the emerging markets
As the dollar reaches a par with the euro, many traders have been focusing on peripheral currencies in the emerging markets