Risk systems
Software survey 2003
Credit technology hogged the spotlight in 2002, as the spectacular collapse of a host of corporate giants combined with movement on the Basel II Accord focused everyone's attention on this class of exposures.
Sponsor's article > The role of correlation
David Rowe surveys recent research on the role of correlation between probability of default and recovery rates, as well as among default probabilities.
Knowing when the price is right
Volatile markets have led to a change in risk procedures, with VaR and manager-led stop/loss strategies being favoured over automated controls
Facing the Quest
With returns of 8.22% in the past year, Collins Stewart's strict portfolio decisions are made through its own ranking system
EVENTS
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Op risk modelling for extremes
Part 2: Statistical methods In this second of two articles, Rodney Coleman, of Imperial College London, continues his demonstration of the uncertainty in measuring operational risk from small samples of loss data.
Killing two birds with one stone
Counterparty risk
Technology briefs
Systems
Software survey 2003
Survey
The hunt for value in the European markets continues
The market is continuing on its volatile, rocky road and shows no sign of letting off as the year ends
Measurement and attribution
Performance systems
People moves
NEWS
MessageOne launches standby e-mail system
DISASTER RECOVERY
Fund insurance is a risky business
As litigation becomes more popular in the UK, underwriters are giving hedge funds a wide berth
Reaping integration rewards
In the October issue of Risk, Clive Davidson discussed the integration of ALM and ERM technology. Here, in a second article, he profiles the firms that have tackled this project and reviews the challenges, advantages and pitfalls of the integration…
Reaping integration rewards
In the October issue of Risk, Clive Davidson discussed the integration of ALM and ERM technology. Here, in a second article, he profiles the firms that have tackled this project and reviews the challenges, advantages and pitfalls of the integration…
Let there be light
Philip Gibbs, manager of Jupiter Hyde Park, sees little upside in investment banks or insurance companies, but continues to take long positions in hedge fund companies
Tech and media stocks are good value
Long opportunities in media and technology sectors follow the recent slump