Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Op risk secrets
Editor's blog
And the winner is...
The annual Energy Risk Awards honour the outstanding talent at the heart of the energy risk management industry. Find out the who’s won and why...
Establishing weather trading VaR using
Shuiquan Feng shows how to use a grouping and bootstrapping method to calculate VaR for a weather trading portfolio. The shared features of this method, Monte Carlo and historical simulation, are explored. This method can be referenced to estimate a…
Caught in the quicksand
Future Canadian carbon legislationwill add another layer of political riskand cost onto oil sands projects. DavidWatkins looks at the implications
Coal’s Asian dawn
Asia-Pacific coal prices are at record highs, yet coal spot and forward markets in the region are a long way behind those of other energy markets. Anthony Collins of ASX looks at the evolution and potential of Asia-Pacific coal markets
Backlash against biofuels
Biofuels are facing not only the food versus fuel controversy, but also criticism that the growing biofuels industry produces a bigger carbon footprint than the savings made when using them. Eric Fishhaut of GlobalView Software looks at the arguments
Back to basics
We take you back to the credit basics to review everything you thought you already knew but were too afraid to ask... Vincent Papa, senior policy analyst at the CFA Institute, looks at fair value accounting
The Big Interview: Katrin Robeck
With the financial markets still reeling from the crisis in credit, and concerns about a global recession becoming more justified by the day, Matthew Attwood speaks to an economist from Moody's Economy.com about the role of central banks in maintaining…
Talking point - Are we facing a global economic slowdown?
In a special extended Talking Point, we ask whether the global economy is about to slip into recession, and, if so, what its effects may be. Our respondents reveal surprising differences of opinion..
Column: Dan Travers
The high-powered, lightening-fast computer systems that managers use to perform their risk calculations should be geared towards delivering reliability not speed.
Mortgage lender Edeus rebrands as due diligence firm
UK subprime lender Edeus shelves its origination business and starts offering investors an asset quality assessment service enabling investors to quantify risk in mortgage-backed asset pools
Column: Nigel Rendell
Recent EU members are finding that adopting the euro is a trickier process than anticipated.
Lawsuits leave monolines' future in the balance
Two high-profile court cases involving FGIC and XL Capital Assurance could determine the fate of the troubled monoline insurance industry. If the verdicts go against the insurers, the damage would not just be to their reputation, but it would call into…
Q&A: Laurent Paulhac & Robin Ross
After the Chicago Mercatile Exchange's recent acquisition of market data provider CMA, Laurent Paulhac of CMA and Robin Ross of CME Group talk about how the CDS market may change in the aftermath of the credit crisis