Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
FXall hooks up 11 more liquidity providers
FXall has integrated 11 more liquity providers to its online foreign exchange portal, taking its total to 34.
Raeburn named new ACT chief
The UK's Association of Corporate Treasurers (ACT) has named ex-KPMG partner Richard Raeburn as its new chief executive.
FrontPoint hires equity arbitrage strategy team
US investment management firm FrontPoint Partners has hired a three-man quantitative equity arbitrage team aimed at developing an investment strategy generating low volatility absolute returns using liquid and risk-controlled methodologies.
Enron’s online after-effects
Recent highly visible events in the US, including the Enron failure, the California electricity crisis and market power rulings by the government have all created considerable tumult and uncertainty, which are bound to have repercussions
Keeping score
This month Brett Humphreys and Zach Jonasson show how energy trading firms can compare performance using publicly available corporate information
Banks take shelter in derivatives
While some banks have found the weather derivatives market a non-starter, others are doing deals worth more than $100 million. Eurof Thomas reports
Job moves
QUOTE OF THE MONTH: - “The perception of government support may induce the counterparties of government-sponsored enterprises to apply less vigorously some of the risk controls that they apply to manage their over-the-counter derivatives exposures”…
Opinion: Credit derivatives – don’t disable the concept
Standardising the credit derivatives market could paralyse it, argues Ralf Lierow, director of portfolio management, Europe, equipment and sales financing, Siemens Financial Services
Losses and lawsuits
LOSS DATABASE
Electronic swap trades use FpML for first time
TECHNOLOGY NEWS