Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
High-yield survival
Profile
New solutions
Cover story
Still hungry for yield
Japanese investors
ABB: a mixed outlook
Hold
Wotowicz says adieu to European HY
People news
iBoxx launches Xavex
News
Consolidation fever
Utilities
Banging the drum
Investor relations
XBRL promotes transparency
Credit tech
RWE
News
SunGard-Guardian merger will create a global disaster recovery service
DISASTER RECOVERY
STP rate set to rise in Europe
TECHNOLOGY NEWS
BBVA senior officials investigated
LOSS DATABASE
GNI takes Intellimatch processing system
TECHNOLOGY NEWS
UK launches website for contingency planning
DISASTER RECOVERY
Wall Street Systems offers rates module
Wall Street Systems has released an interest rate derivatives (IRD) module, which supports traditional analytic models as well as multiple-term structure models such as Black-Derman-Toy, Hull-White and Black-Karasinksi.
Risk 2002 Europe: Derman highlights new behavioural finance direction
A fresh perspective on the risk-reward payoff that drives financial markets can be gained by abandoning the traditional concept of time in financial models, according to Emanuel Derman, a New York-based managing director in Goldman Sachs’ firm-wide risk…