Feature
Reputational risk -- Andersen and Enron
LOSS DATABASE
Looking for blips on the radar
STRAIGHT-THROUGH SETTLEMENT
Risk financing might solve doubts over op risk insurance
BASLE II UPDATE
IT and staff quality seen as key as India adopts Basle II
BASLE II UPDATE
SmartStream and Omgeo agree on STP interface
TECHNOLOGY NEWS
Weary recognition of gross income as Basle IIop risk measure
BASLE II UPDATE
New York disaster recovery was flawed, says IBM
WORLD TRADE CENTER AFTERMATH
The Risk 2002 commodity & energy derivatives rankings
Volatile energy markets, plummeting metals prices, September 11 and the implosion of Enron: 2001 was an eventful year for the commodity and energy derivatives markets. Kevin Foster and John Ferry introduce our annual rankings of dealers and brokers
Credit portfolio products proliferate
Large fixed-income investors want to take or shed sizeable diversified credit positions efficiently, without incurring lot cost or liquidity risk. Dealers are responding with a variety of new products. But which will succeed?
Awake at the wheel
While the markets worried that Dynegy could follow Enron into the abyss, Glenn Labhart’s risk management team helped to keep the trading firm out of trouble.
Turbo-charged models
Derivatives dealers get a substantial edge if they can model and price positions faster than their competitors. So system vendors are seeking to rev up the Monte Carlo simulation engines that power many of their analytics.
