Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Weathering the storms
Zaheer Sitabkhan reveals the investment tactics behind the successful LG Asia Plus equity fund
Slowly but surely
Michael Goldman's steady approach towards his AllWeather Fund has ensured consistent returns
Following the trends
John McGillian tells Jeff Benjamin about the best opportunities for hedge fund incubators ' in CTAs and macro hedge funds
DBS signs up to Front for credit derivatives
Singapore's largest bank, DBS, is to install Front Arena software to support its credit trading activities, including credit derivatives and credit basket trading. Front Arena was developed by Front Capital Systems, an operating unit of SunGard.
No systemic risk management failure at AIB, says Moody's
Rating agency Moody's has confirmed its Aa3 rating for Allied Irish Banks' long-term debt, despite the bank'sannouncement of a suspected $750 million fraud at its US subsidiary, Allfirst Financial.
Moody’s acquires KMV for $210 million
Credit ratings agency Moody’s has purchased California-based credit risk management technology firm KMV for $210 million in an all-cash deal.
JPMC snares four equity specialists from Merrill Lynch
JP Morgan Chase has snared four equity derivatives experts from Wall Street rival Merrill Lynch. The foursome includes Merrill co-heads of risk trading, Matt Celebuski and Eric Moore.
Ritossa takes over as Barclays Capital forex head
Barclays Capital, the investment banking division of the UK's Barclays, has hired Ivan Ritossa as global head of foreign exchange. He joins from Lehman Brothers, where he gained a strong reputation for building up the Wall Street firm's forex operations…
A hedge by any other name
It is one of the most commonly used phrases in risk management parlance, but what exactly is meant by the term ‘hedge’? Here we propose a new definition. By Brett Humphreys
