Foreign exchange
Quant of the year – Peter Carr
The Risk Awards 2003
Job moves
People
What lies beneath?
Credit derivatives
JP Morgan puts Heat on hedges
New angles
what's new on the web
@risk
Technology briefs
Systems
Defining forex option value
Options pricing
An operational risk scorecard approach
Operational risk
RiskNews review
The leading stories from RiskNews
Software survey 2003
Survey
The role of correlation
Risk analysis
Natexis loses in equity derivatives
New angles
Reuters plans electronic swaps foray
New angles
The forex toolbox
Review - Books
Real problems
The Risk Awards 2003
Enterprise-wide risk management: Knitting together bank risks
Thanks to recent events, bank risk managers are placing more emphasis on integrating counterparty and credit risk into other portions of their enterprise-wide risk management systems.
Reuters readies for swaps broking foray
UK electronic information and dealing systems provider, Reuters, appears to be positioning itself for a foray into the electronic broking of interest rate swaps. The company has reached an agreement in principle to take control of the rate swaps platform…
Julius Baer launches emerging forex desk
Swiss financial institution Bank Julius Baer has launched an emerging markets FX desk in New York with the hire of two traders from Greenwich-based AIG Trading.
Credit and credibility
Credit risk modellers have made giant strides, but they still have to convince regulators that they can make the world a safer place.
Hong Kong banks lagging in preparation for Basel II
Hong Kong's banks are lagging their European counterparts in preparing for Basel II with most still at the early stages of project planning, according to a report by consultants KPMG.
Hong Kong banks lagging in preparation for Basel II
Hong Kong’s banks are lagging their European counterparts in preparing for Basel II with most still at the early stages of project planning, according to a report by consultants KPMG.
Trade associations launch IRB survey
The International Swaps and Derivatives Association, the Risk Management Association and the British Bankers' Association today launched a survey of the validation of banks' internal credit ratings, a key element underlying the internal ratings-based …