Foreign exchange
Tremont Advisers pushes new fund of hedge funds benchmark
Tremont Advisers, a fund of hedge funds with more than $8 billion in assets under management, based in Rye, New York, is proposing a new fund-of-hedge-fund performance benchmark comprising a blend of 70% three-month Libor and 30% S&P 500. If it catches…
Reference Data's Dirty Little Secret
It turns out reference data standards will make it easier for customers to switch data vendors. There are growing whispers about how positively vendors will view that.
RBS selects Algo credit to manage global wholesale credit limits
Royal Bank of Scotland (RBS) has selected Algo Credit to manage its global limits and exposures management from Algorithmics, the Toronto-based provider of risk management software.
Classical volatility estimator may become unreliable, says Deutsche
Increased levels of intra-day volatility in the US interest rate derivatives market could make traditional approaches to estimating volatility unreliable, according to research by Deutsche Bank.
Bank One set to launch options desk in London
Bank One has hired two senior dealers to set up a new foreign exchange options desk in London, a senior official at the Chicago-based bank told RiskNews' sister publication, FX Week .
Survey sees rise in hedge fund investing by US institutions
Of over 1,000 US institutional investors surveyed by Greenwich Associates, a financial research and consulting firm based in Greenwich, Connecticut, one-third of the 203 funds with hedge fund stakes plan to invest more money in 2003, and not one fund…
Power asset prices plummet
Finance
FMCL launches Asian oil forward curve data
The Forward Market Curve Limited (FMCL) has launched the first module of its ForwardMarketCurve (FMC) product – an all-broker methodology for achieving robust and accurate price discovery in forward commodity markets.
Cofiri’s risk transformation
Investment banking
On the ball
Relegation risk
Flies in the ointment
Outstanding issues
Worth the trouble?
Collateral managers
Bespoke panacea?
Substitution rights
Diversity scoring for market value CDOs
Cutting edge: Risk measurement
Insurance companies’ slow embrace
Credit derivatives
“We need a better Basel Accord”
Securitisation
CDO market looks to a broader asset base
Collateral
Solutions or smokescreens?
Structural enhancements
Basel II: a continental rift
Implementation