Commodities
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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…
New dawn for loan portfolio management
Credit risk survey
Tullett and Starsupply merge oil businesses
Brokers Tullett Liberty and Starsupply Energy have merged their oil businesses to create what they claim is one of the largest energy broking operations worldwide.
Struggling for integration
Political issues are stalling Mexico’s energy sector reform just as the country is poised to become a major natural gas importer, reports Maria Kielmas
Between Kyoto and the caribou
Ratification of the Kyoto Protocol on climate change is unlikely to have an effect on the burgeoning Canadian oil and gas sector, as Maria Kielmas discovers
Rising fuel costs, diving profits
Airlines differ on how to manage jet fuel price ‘hyper-volatility’ as option prices point to more turbulence ahead. Catherine Lacoursière reports
Abbey National Distributes Risk
A distributed computing system has solved the bank’s overnight batch processing needs. Next up: boosting intra-day processing capacity.
SIAC's New Spelling for Safety
The company that runs the computer systems and communications networks that power the New York Stock Exchange and the American Stock Exchange is overhauling the way it views redundancy.
Digesting acquisitions
Profile
BNP merges desks
People news
Credit deals of the year 2002
Deals of the year
Groundhog day
British Energy