Video
High yield bond funds are an emerging risk: SFC video interview
Investors increasing their exposure to high yield bond funds is an area of concern, according to Bénédicte Nolens, head of risk and strategy at the Securities and Futures Commission
Hedge funds face tough economic conditions as geopolitics takes centre stage
Geopolitical factors continue to impact markets
CCP competition poses counterparty risk: CIMB video interview
Speaking at the Asia Risk Congress, CIMB head of rates, funding and structuring Chu Kok Wei sets out his concerns over the move to central clearing in the region
Sponsored video – OIS discounting for derivatives
Calypso’s David Kelly talks about some of the challenges posed by the OIS discounting of derivatives transactions
China dominates our thinking: David Puth, CLS chief executive
Interviewed at the Sibos conference in Osaka, David Puth talks about growth plans for Asia and the risk management implications of central clearing
Webinar: Taking control of workflow for effective risk governance
By harnessing workflow insurers can develop a more robust enterprise-wide risk management framework. This webinar, in conjunction with Second Floor, brings together industry experts to examine how to achieve this
Sponsored webinar: Data management and regulatory reporting
A panel of experts discuss the challenges posed new regulation - and in particular, those relating to data collection and reporting
Sponsored Q&A: BNY Mellon
Counterparty concerns and transparency drive prime custody growth
Sponsored webinar: IBM
Achieving Solvency II compliance while increasing business performance
Sponsored webinar: Ernst & Young
Basel III and liquidity – Going all the way
Sentiment could enhance risk models, says Algo’s Macdonald
Market sentiment could eventually be used as an input for risk and trading models, helping to predict future events, says John Macdonald of IBM Algorithmics
Long-dated options best way to hedge tail risk, says 36 South
Investors and hedge fund managers are trying to find effective and cost-efficient ways to tackle tail risk. One way to hedge this risk is through long-dated options, because they offer convexity.
Don't blame the quants, says Merton
Quantitative models were unfairly criticised in the aftermath of the financial crisis, says legendary quant and co-creator of the Black-Scholes equation, but there’s plenty for quants to work on in the current environment
OpRisk Europe 2012: Video
Highlights of the keynote speeches and discussions from this year's London conference
Sponsored Q&A: Moody's Analytics
Stress-testing scrutiny – The leading edge in risk management
Sponsored webinar: Regulation
ETF Risk: Industry anticipates Esma
Sponsored webinar: MetricStream
Improving risk governance throughout the organisation
Managers need to embrace transparency
Simon Ruddick, co-founder and managing director of hedge fund advisory Albourne Partners, speaks frankly about how managers should use transparency to become more attractive to investors.
Cheyne Real Estate Debt Fund: Cheyne Capital Management
12th European Single Manager Awards 2012
CCP Quantitative Fund: Cantab Capital Partners
12th European Single Manager Awards 2012
GAM Convertible Bond Hedge Fund: GAM International Management
12th European Single Manager Awards 2012
Webinar: Solvency II and the asset data management challenge
Solvency II presents considerable challenges for insurers and asset managers in terms of asset data management. Yet it is an area which to date has received relatively little attention. This webinar, in conjunction with BNY Mellon Asset Servicing, brings…
MaxQ Fund: North Asset Management
12th European Single Manager Awards 2012