Infrastructure
Sponsor’s article > Pan-European Credit Data Consortium Case Study: Credit Data Pooling by Banks for Banks
Institutions seeking to apply the internal ratings-based (IRB) approach under Basel II are required to provide accurate estimates of their credit risks. However, most banks do not have enough internal data on default and recovery to calculate reliable…
FSA issues consultation paper on regulatory reporting
The Financial Services Authority (FSA) in the UK has issued consultation paper 06/11, Integrating Regulatory Reporting (IIR), for investment managers, securities and futures firms, operators and trustees of collective investment schemes, venture capital…
Dow Jones launches Islamic Market China Offshore Index
Dow Jones Indexes has launched the Dow Jones Islamic Market China Offshore Index. The index represents companies that have been screened for compliance with Islamic principles and whose primary operations are in mainland China but trade at the Hong Kong…
Core and satellite for hedge funds, part II
academic paper
Looking before you leap
analysis: algorithmic trading and it
Algorithmic gymnastics - keeping at least one vault ahead of the rest
algorithmic trading
Survival of the fattest? Can smaller hedge fund houses survive pension funds' push?
institutionalisation
The Pimco component
Profile
Editor's letter
Editorial
Replicating returns
Asset allocation
Shifting sands
Foreign Exchange
Splitting the market
Interest rate swaps
Buying by the rules
Algorithmic trading
Entering volatility
Profile
Electronic trading
Introduction
Emerged economies
Profile
Weathering the impact of stormy price hikes
At the start of the 2006 hurricane season in the Atlantic Basin, Zachary Simecek takes a look at the impact on the energy markets
Asia's maritime centre
Traders hope that the arrival of freight and oil derivatives clearing for the first time in an Asian time zone will boost the growing FFA market in Asia
Industry gets energised
Attracting some 300 delegates, this year's Energy Risk USA conference was by far the biggest and most successful it's been since the fall of Enron, writes Stella Farrington
Knowledge is power
The first year of European carbon trading came to a bumpy end in May. But now the market finally has hard data about emissions, the ride should get smoother. Oliver Holtaway reports
The price is right?
For banks entering the physical power markets the opportunities are many, but pricing contracts in these volatile markets is fraught with difficulties. Aarzoo Shah, Riccardo Anacar and Antony Kakoudakis look at how to tackle these challenges
Optimal results
Effective portfolio management has become crucial for energy companies, but creating the optimal portfolio is fraught with challenges, writes Colin Cooper
Clearing the way for competition
Until recently, NOS was the only player offering clearing for freight derivatives. But with the arrival of new players, competition is set to intensify. Oliver Holtaway reports