Commodities
Launched in 1994, Energy Risk is an online publication and in-person events company dedicated to the energy risk management and risk transfer business.
Please visit energyrisk.com for more insight and commentary.
Other alternatives to VAR
Risk measurement
Banks branch out
Corporate treasury
Synthetic CDOs to gain pace
New angles
To slash errors, give the sales trader STP capabilities
TECHNOLOGY COMMENT
RiskNews review
RiskNews review
Self-assessments for scorecards
Operational risk
The Risk 2003 commodity and energy derivatives rankings
2003 Commodity & Energy Rankings
Flow business booms
Credit derivatives survey
what’s new on the web
@risk
A localised flood
Weather derivatives
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.
Fimat to launch global hedge fund index
Fimat Global Fund Services, the prime brokerage arm of Fimat International Banque, plans to add to the growing number of hedge fund indexes in the market with the launch of a volatility arbitrage hedge fund index in the next few weeks.
Moody’s to give more weight to operational risk when rating banks
Moody's Investors Service will focus more on operational risks when rating banks, the rating agency said today.
Moody’s to give more weight to operational risk when rating banks
Moody’s Investors Service will focus more on operational risks when rating banks, the rating agency said today.
Japanese synthetic CDO market to see continued growth
Japan’s synthetic collateralised debt obligation (CDO) market is likely to continue to boom in 2003, according to a report published this week by credit rating agency Moody’s Investors Service.
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
Measuring the operational risk of fund valuation companies
How can we model the losses due to operational risk in asset management? The loss process approach provides an answer specifically suited to this question for the fund valuation business and is in line with the work in progress of the Basel Committee on…
S&P exits data business with sale of ComStock to Interactive Data
Interactive Data Corp, a unit of UK media company Pearson, has agreed to buy Standard & Poor’s (S&P) ComStock for $115 million in cash, adding real-time market data to its stable of products.
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.
Entergy Koch enters Spanish power market
US energy trader Entergy Koch Trading (EKT) has started to trade derivatives in the Spanish power market. The move will enhance EKT’s cross-commodity capabilities across power and weather, and will add to cross-border trading activities, an EKT…
BNP to launch European power trading desk
BNP Paribas today said it plans to start a European powertrading desk as part of its energy and commodity business.
Kat to set up Alternative Investment Research Centre in London
Harry Kat, a former derivatives banker and quantitative finance academic, has been made professor of risk management at the Sir John Cass School of Business at City University in London. Kat, an author of numerous quantitative finance papers and former…