Risk awards 2012: JP Morgan takes the crown
JP Morgan scoops six categories in Risk’s annual awards, with Deutsche Bank winning three. Two colleagues from Danske Bank – Jesper Andreasen and Brian Huge – land the award for quantitative research, while Markit’s Lance Uggla wins the lifetime achievement award
JP Morgan has won Risk magazine's derivatives house of the year award, thanks to a robust performance across the full range of over-the-counter derivatives asset classes. The bank was named top house in equity derivatives, commodities and energy, but was shortlisted in many of the other categories. Its risk management strength was a feature of the asset class pitches, and is recognised in separate
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Markets
Jackpot for JGB asset swaps after hedging rush
Multi-leg trade turned profitable as corporate cross-currency hedging flows helped push yen swap rates above JGB yields
Forward volatility: a model-free framework for hedging options risk
A model-free approach to extracting, hedging and managing forward volatility risk
Panellists warm to Treasury plan to lend TGA cash in repo
Goldman’s Chambers backs the idea, while JP Morgan and BNY execs say payoff depends on repo trading above IORB
Hedge funds sit out Treasury market volatility
Flattening of yield curve prompts traders to scale back steepeners
Hedge funds reload UK rates bets after euro-led rout
Traders slowly returning to sterling market after ECB comments caused front-end and curve stop-outs
Why AI agents are like staff you can’t trust
Uncertainty implicit in GenAI systems means risk managers have to take a more adversarial approach
US rates surge sparks new wave of FX net investment hedging
Corporates pile into currency hedges to protect value of foreign assets and capture positive carry
Repricing inflation risk in choppy energy markets
Barclays’ Samy Ben Aoun outlines a method for modelling the sensitivity of inflation swaps to energy shocks