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
Managers shift to neutral as UK equities look attractive
Bias towards short positions has ended as valuations look more realistic
Aiming to keep risk to a bare minimum
The Bahamas-registered Hasenbichler GHS fund aims for lower volatility.
Icap retains Washington lobbyists
UK inter-dealer broker Icap has retained the services of a professional lobbying company in Washington to combat negative political sentiment and ensure the broker’s interests are fully represented on Capitol Hill.
Thames River Capital unveils Japan and Turkey portfolios
rod birkett, martin taylor and volkan sari in manager roles
3A's ACE changes its Cayman listing to Luxembourg Sicav
Investors have choice of five strategies in 10 sub-funds
Shrinking asset swap market hits convertibles
Corporate scandals have had a negative impact on the convertible arbitrage sector
Oxley in talks with potential investors for Chess Capital
ex- watson wyatt consultant aims to launch by november
European debt market loses yet more leading players
Accounting fraud and financial scandals are draining investor confidence.
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