Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Cleaning up in California
As oil majors embrace the use of ethanol in Californian gasoline, analysts are warning that it will cause a rise in prices at the pump, as Kevin Foster discovers
A new cop on the beat?
The Federal Energy Regulatory Commission has been severely criticised for its actions – or lack of them – during California’s disastrous attempt at deregulation. It is now hitting back at the energy industry. Kevin Foster reports
Trading places
Whatever criticisms Enron’s competitors may level at the fallen giant, few have been shy about snapping up the talent left behind by the company’s demise. James Ockenden looks at the recruitment market in Enron’s wake
Energy trading primer
Chris Bowden says large industrial and commercial buyers could learn from energy traders’ experiences in dealing with volatile energy markets
Softly, softly in the western US
Wary Californian power traders have reverted to tried-and-tested trading strategies. But, asks Catherine Lacoursière, will the new, apparently stable market hold up to another long hot summer?
What’s the worst that could happen?
Brett Humphreys discusses how using a standard credit value-at-risk measure may be misleading for credit risk decisions
Getting technical with crude
Energy market specialist GlobalView Software takes a look at a range of technical trading indicators and what they reveal about the world oil market
Success strategies
Since launching two strategy funds in 1999, ORN Capital has gone from strength to strength and is following up this success up with the launch of a European distressed debt strategy next month
Benefiting from the ups and downs
Long-only managers take advantage of the added market volatility caused by hedge funds
Fund of funds offer wide scope
Examining the tax and regulatory differences compared to single manager portfolios
Specialist managers see more shorting activity
Accounting anomalies and heavy debt mean shorting is on a roll
Working in Harmony
Time is a crucial factor in trading and the Harmonic Grid can assist in this
Asia remains the driving force behind the market
Emerging markets still favour Asia, with Latin America underperforming
Scottish Mutual positions to attract more retail investors
another UK life firm makes a hedge link up for with profits
Risk Committee meets to raise reporting standards
Managers, insurers and institutional investors reach a consesus agreement on information requirements