Feature
Smoke without fire
Rankings 2005
Correlation: the horror!
Rankings 2005
A good bet for 2005
2005 is forecast to be a tough year for many hedge funds, but the saturation of some of their traditional markets could prove a boon to the energy sector, finds Stella Farrington
Crude imitation
Rankings 2005
Setting a target for Basel II
Singapore and South Korea regulators set deadlines for Basel II
The Risk Awards 2005
Risk’s sixth annual awards highlight the institutions and individuals that have surpassed expectations in highly challenging and competitive markets, as well as recognising the achievements of a broader range of end-users of derivatives.
Financial Services Roundtable urges regulators to form working group for opt-in banks
The Financial Services Roundtable, a trade association of the 100 largest financial institutions in the US, has reiterated the need for regulators to form a special working group for Basel II opt-in banks.
Basel Committee forms validation subgroup
The Basel II Accord Implementation Group (AIG) has established a subgroup to examine issues related to validation. The subgroup is chaired by Lorey Hoffman of the Canadian Office of the Superintendent of Financial Institutions, and consists of both Basel…
Sponsor's article > Dynamic benchmarks
One of the biggest challenges in effective risk reporting is avoiding the trap of mind-numbing routine. David Rowe argues that dynamic benchmarks and exception highlighting are ways of keeping such reports relevant and useful, thereby maintaining…
Estimating default correlations using a reduced-form model
Robert Jarrow and Donald van Deventer show how to estimate default event correlations using a reduced-form model with historical default data.
The not-so-great pretender
qualified investor schemes
The French connection
country focus: france
Investors wise up to structured products
collateralised debt
Distressed debt managers eye up troubled US automotive companies
distressed debt
Revisiting hedge funds: the institutional investor's perspective
pension investing
Glacier Re: a wise start-up?
reinsurance
Investors get specialised in their allocation to US fund managers
Equity long/short
The kicker in commodities
Retail
HSBC maintains metals dominance
Commodities
Hedge funds drive activity
Energy rankings
Energy and commodities
Introduction
How op risk mitigants affect regulatory capital
For banks to develop an efficient operational risk hedging strategy, they need to consider the capital impact of the four main mitigant types: insurance, business continuity management, controls and staff training. By Niclas Hageback