Asset management
The new orthodoxy
Introduction
Optimise this
One of the reactions to recent energy trading difficulties has been a shift away from speculative activities towards portfolio optimisation, but what does the term really mean, ask Tim Essaye and Brett Humphreys
Credit watch
In this month’s analysis of energy firms’ credit quality via Riskmetrics’ CreditGrades tool, Williams and El Paso are among those with tighter spreads
Building a risk-efficient portfolio
Investing
A clear winner
Review
Trading places
Recruiting
RMF: a consistent performer
Profile
Trading transparency tug-of-war
Prime brokerage
Deciding hedge fund allocations
Pension funds
Virtual funds
Replication
A surreptitious stampede
Credit derivatives
Equity long-short strategies
Sponsor’s statement
What everybody ought to know about this credit business
CDS guide: introduction
Bayer: a bitter pill to swallow
Credit of the month
Flexibility is the key
Asset and liability management
A changing landscape
Asset-backed securities
Modelling the unthinkable
DATABASES AND MODELLING
Terrorism insurance - Modelling the unthinkable
In November, the US government passed a law requiring all insurers to underwrite terrorism risk, forcing them to find a way to price this exposure. Could terrorism risk models be the answer?
Opportunities arise in debt as more companies face spectre of insolvency
The present global economy is boosting the distressed debt market
A tighter reign
The SEC, America's market regulator, is set to introduce regulations which could transform the way hedge funds with a US connection do business
Complementary pairing
The managers of Gartmore's AlphaGen Avior Fund run it alongside a long-only UK unit trust, but this is to neither funds' detriment