Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Global derivatives rankings 2002
For Risk’s 11th annual inter-dealer rankings, we have refined our categories and polled hundreds of market participants to reveal which firms are the best in the business. Introduction and rankings compilation by John Ferry, with additional research by…
FAS 133: routine or ruinous?
The Association of Finance Professionals, a 14,000-strong group of corporate treasurers and finance officials, gave Risk an exclusive look at its just-completed member survey on the implementation and consequences of FAS 133. Two years after the…
Cranks, academics and practitioners
Emanuel Derman ponders the difficulties in distinguishing among the three
Re-energising Nymex
In his first year as president of Nymex, Bo Collins has launched a series of ground-breaking product initiatives. Now he’s mulling credit mitigation tools for the besieged energy trading industry
RiskNews review
For breaking news on derivatives and risk management, see RiskNews – www.RiskNews.net
Artificial intelligence advances
Artificial intelligence is widely seen as more science fiction than science, a grab bag of 1960s theories that never panned out. But while computers still can’t grasp the difference between concepts such as ‘breadbox’ and ‘Chicago’, artificial…
Correlation and credit risk
Active development of full credit portfolio modelling continues apace, even though it is not recognised in the proposed Basel II framework. An important issue is the relationship between probability of default and loss-given default. In this last of four…
The Basel II capital accord: op risk proposals in brief
BASEL II UPDATE
UK firms must improve continuity plans says FSA
DISASTER RECOVERY
US consultancy firm identifies business continuity needs
DISASTER RECOVERY
SunGard to expand business continuity site
DISASTER RECOVERY