Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Tokai Bank Europe equity head leaves to start own hedge fund
mark page limbers up for eriswell capital launch in october
Brent’s liquidity crisis
The decision by energy information provider Platts to alter the definition of its Brent benchmark price has forced the issue over the crude blend’s liquidity problems, reports Matt Horsbrugh
WestLB to adopt Citigroup FX settlement service
Germany's WestLB has subscribed to Citigroup’s e-business CLS (continuous-linked settlement) settlement services for foreign exchange settlement. The deal will allow WestLB to offer CLS settlement services to its German savings bank and Landesbank…
Invesco to use JP Morgan Chase's TradeStarr to reduce op risk
Invesco Asset Management – the UK fund arm of Amvescap, which has about $400 billion in funds under management – is to use JP Morgan Chase’s trade settlement tracking and relative ranking (TradeStarr) service to statistically rank the settlement…
Euronext maps out derivatives systems migration
Derivatives traded on Euronext Brussels and Euronext Paris will migrate within nine months to Liffe Connect, the electronic trading system developed by the London International Financial Futures and Options Exchange (Liffe) before its takeover of £555…
DePfa implement complete Basel II compliant risk manager
DePfa Bank has completed the implementation of the Kamakura Risk Manager suite having purchased the license in late 2001. The system is the first to completely integrate credit risk, market risk, asset and liability risks and meets the needs of Basel II.
The software needs of the credit-wary
Technology
2002 system frontrunners
TECHNOLOGY
TXU finds the right combination
Technology
Enel waits on liberalisation
Technology
Trayport
Technology
Bita Plus plots Nordic expansion
London-based Bita Plus Consultants, a portfolio analytics and optimisation software provider, has forged an exclusive distribution deal with Swedish consultancy Proventek to push its products in the Nordic region.
Australian structured finance market to pick up in H2, says Moody's
International rating agency Moody's believes the Australian structured finance market will pick up in the second half of the year following a drop in such deals during the first six months of this year.
Egar Technology
Technology
Kalahari
Technology
Triple Point Technology
Technology
The Structure Group
Technology
Speedwell Weather Derivatives
Technology
Allegro Development
Technology
Murex
Technology
Knowmadic
Technology