Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Fitch gets OpVar loss database with NetRisk purchase
BASEL II UPDATE
McDonough staying with Basel II, Crockett leaving BIS
BASEL II UPDATE
A question of dollars
Comment
Quick on the uptake
Systems
Back to the floor
Operational risk
Turning the tide
New angles
Demystifying credit risk
Measurement
A piece of the action
Equity derivatives
Waiting for a boom
Weather derivatives
The end game
Credit derivatives
Don't settle for second best
Investors need to take extra care when crossing over to multi-strategy funds ' managers may not be all they're cracked up to be, lacking the relevant expertise
Eastern opportunities
The manager of the New Star Asia Renaissance Hedge Fund sees major opportunities for going long and short in the post-crisis restructuring economies of east Asia
GIA unveils first of four multi-strategy products
passive strategy fund targets both retail and institutions
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…