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Infrastructure

NPR release muddies the op risk waters

Operational risk executives are scrutinising the recently released NPR by the US Fed, which, despite clarifying some points, has nevertheless created new contentious issues. Choongo Moonga reports

Mifid IT group spins itself off

LONDON – The Joint Working Group (JWG) of the Markets in Financial Instruments Directive (Mifid) has lost its IT subject group because it has spun itself off as a for-profit think tank, JWG officials confirm.

In the frame

Seven of the industry's top op risk executives debated framework implementation at a recent roundtable discussion in New York, moderated by Ellen Davis and sponsored by enterprise-wide risk solution firm FRS

Evolution signs up to SunGard

Evolution Capital Management (Evolution), a $1bn hedge fund based in Honolulu, is implementing SunGard's cross-asset trading platform, Front Arena, to support its enterprise trading, risk management, processing and reporting requirements.

Pricing illiquidity in energy markets

Illiquidity is sadly a typical feature of many energy derivative markets. In this paper Stefano Fiorenzani proposes the application of a methodology, originally developed for equity markets, to overcome this problem

Time to get physical

For the second tier of banks wishing to buy physical energy assets, the next two years will be critical. Antony Kakoudakis and Aarzoo Shah consider this trend and examine some of the hurdles newer entrants face

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Diane Vazza

Dalia Fahmy finds out where the head of global fixed-income research at Standard & Poor's in New York found her calling

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