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Awards 2012: Best bank, insurance-linked securities: Crédit Agricole CIB
Best bank, insurance-linked securities: Crédit Agricole CIB
Awards 2012: Best bank, interest rate and inflation risk: HSBC
Best bank, interest rate and inflation risk: HSBC
Awards 2012: Best bank, longevity risk: Deutsche Bank
Best bank, longevity risk: Deutsche Bank
Awards 2012: Best securities servicing provider: BNY Mellon
Best securities servicing provider: BNY Mellon
Awards 2012: Best Solvency II software package: IBM (formerly Algorithmics)
Best Solvency II software package: IBM (formerly Algorithmics)
Awards 2012: Best actuarial software/risk engine: UBS Delta
Best actuarial software/risk engine: UBS Delta
Awards 2012: Best operational risk management software: Wolters Kluwer Financial Services
Best operational risk management software: Wolters Kluwer Financial Services
Awards 2012: Best data management service provider: Markit
Best data management service provider: Markit
Awards 2012: Best catastrophe modelling software: Aon Benfield
Best catastrophe modelling software: Aon Benfield
Awards 2012: Best economic scenario generation software: Barrie & Hibbert
Best economic scenario generation software: Barrie & Hibbert
Awards 2012: Best reinsurer, longevity/mortality risk transfer: Swiss Re
Best reinsurer, longevity/mortality risk transfer: Swiss Re
Awards 2012: Best regulatory reporting software: Wolters Kluwer Financial Services
Best regulatory reporting software: Wolters Kluwer Financial Services
Awards 2012: Best asset management firm: Goldman Sachs Asset Management
Best asset management firm: Goldman Sachs Asset Management
As banks retreat who will dominate US power trading?
Power struggle
Risk South Africa Rankings 2012
Regulation frustration
QE3: The next big driver for oil prices?
The impact of easing
Energy firms tune in to weather forecasts
Blowing in the wind?
Lack of critical mass in biomass
A lack of critical mass
Is risk modelling keeping up with the energy market?
Lean times in energy and commodity derivatives trading have caused a cutback in the amount of time and resources spent on energy risk modelling – a worrying trend that could leave firms unprepared for future market challenges, argue some experts. Mark…
Managed futures/CTAs gaining traction with investors
Research on how investors are protecting themselves from tail risk events shows a preference for managed futures/CTAs. There is also reluctance to use single hedge fund strategies as protection.
RIP OTC: Swap futures gaining buy-side fans
RIP OTC: Swap futures gaining buy-side fans
Section 716: The do-nothing approach
The do-nothing approach
Indirect clearing: The capital conundrum
Draft European Securities and Markets Authority rules on indirect clearing caused uproar when they appeared in June. The regulator removed the most controversial elements in its final text, but dealers are still in the dark about the capital treatment…
JP Morgan and the CRM: How Basel 2.5 beached the London Whale
It’s the untold story of JP Morgan’s credit trading losses – how traders were able to reduce risk-weighted assets while loading up on risk, and the part played by Basel 2.5. Michael Watt reports