Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
2002 winner | RISK MANAGER OF THE YEAR Mark Lawrence
Someone needed to bring clarity to the opaque area of measuring operational risk. Enter ANZ’s firm-wide risk manager Mark Lawrence.
2002 winner | ENERGY AND COMMODITY DERIVATIVES HOUSE OF THE YEAR GFI
GFI has built one of the leading energy brokerage businesses in Europe and North America during an exceptionally volatile year in the electricity markets.
2002 winner | EQUITY DERIVATIVES HOUSE OF THE YEAR SG
How has SG sustained its ability to price innovative equity structures more competitively than any other firm? There’s no real secret about ingredient X: it’s innovation.
2002 winner | QUANT OF THE YEAR Richard Martin
A regular contributor to Risk’s Cutting Edge technical papers, Richard Martin receives his award for outstanding work in the field of credit portfolio risk management
2002 winner | TECHNOLOGICAL DEVELOPMENT OF THE YEAR Twist
The Treasury Workstation Integration Standards Team (Twist) aims to create a single standard interface that simplifies systems integration for anyone signed up to it.
2002 winner | LIFETIME ACHIEVEMENT AWARD Oldrich Alfons Vasicek
Vasicek’s 1977 paper on the term structure of interest rates provided insights that catalysed the development of the interest rate derivatives market. He was just getting started.
2002 winner | DERIVATIVES EXCHANGE OF THE YEAR Intercontinental Exchange
Despite a difficult year for electronic trading platforms in the US energy sector, the Intercontinental Exchange has been exceptionally successful.
Planning for the unthinkable now crucial, says SIA report
WORLD TRADE CENTER AFTERMATH
In search of clarity and focus
BASLE II UPDATE
Algorithmics demos Algo OpCapital module
TECHNOLOGY NEWS
The Basle II capital accord: op risk proposals in brief
BASLE II UPDATE
Swift moves a step closer to STP
TECHNOLOGY NEWS
Regulators want active dialogue on op risk
BASLE II UPDATE
SmartStream launches trade confirmations module
TECHNOLOGY NEWS
Thai regulators plan Basle IIimpact study
BASLE II UPDATE
Fighting fat-finger syndrome
TECHNOLOGY
Basle II may not suit emerging economies, says US central banker
BASLE II UPDATE
Moody's says September 11 puts focus on event risk
WORLD TRADE CENTER AFTERMATH
Utilities: Enron’s ripple effect
Cover story
Bondholders rights: the gloves are off
Restructuring