Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Where now for Nordic?
The Nordic electricity sector is usually held up as the best working market in the world. We investigate why it is so successful and what it plans to do now that other countries in Europe are opening up their power sectors. By Joel Hanley
Poor relations
Here EPRM outlines an approach for sorting out common problems relating to calculating correlation measures in value-at-risk. By Brett Humphreys
Deutsches data duel
Statistical analysis of competing meteorological data from two different sources in Germany might lead to disparate views of weather risk management. By Bob Dischel
Descending to greater heights
Subordinated debt
Also on the move...
People
2002 the year ahead
Market overview
Job moves
QUOTE OF THE MONTH: - “The FSA has successfully put the fear of God into senior managers” Simon Gleeson, a partner in the regulatory group at Allen & Overy in London, on the FSA’s new unlimited liability rules for risk management errors Source: RiskNews,…
2002 winner | ASSET MANAGEMENT RISK MANAGER OF THE YEAR Pimco
Pimco’s 125 investment specialists meet quarterly to vote on which fixed-income risk factors to hedge and exploit. The firm’s risk-centric decision-making has allowed it to consistently beat its benchmarks.
2002 winner | CURRENCY DERIVATIVES HOUSE OF THE YEAR UBS Warburg
UBS Warburg has given clients powerful currency derivatives analytics and trading tools, and boosted its retail and structured businesses.
2002 winner | DERIVATIVES HOUSE OF THE YEAR, INTEREST RATES DERIVATIVES HOUSE OF THE YEAR, CREDIT DERIVATIVES HOUSE OF THE YEAR JP Morgan Chase
JP Morgan Chase takes three Risk awards, and sheer presence in the industry aside, manages to top the polls via that most important commodity – client satisfaction.
2002 winner | SOFTWARE PRODUCT OF THE YEAR LiveCluster
DataSynapse’s LiveCluster software takes the spare processor capacity from a company’s dormant machines and puts it to work on large, power-draining analytical computations.
2002 winner | CORPORATE RISK MANAGER OF THE YEAR Microsoft
Software giant Microsoft’s risk management system and hedging strategies have allowed it to hit aggressive return targets on its investment portfolio.