Infrastructure
SunGard unveils new trading and risk management suite
SunGard Trading and Risk Systems (STRS) will next week unveil the first version of its Adaptiv trading and risk management suite.
Constructing an operational event database
Michael Haubenstock of US bank Capital One outlines a framework for an event database, formulated with current US regulatory guidance on the subject in mind. The text is an abstract from The Basel Handbook, which has just been published by Risk Books.
The score for credit
Jorge Sobehart and Sean Keenan discuss the benefits and limitations of model performance measures for default and credit spread prediction, and highlight several common pitfalls in the model comparison found in the literature and vendor documentation. To…
Spreading the net: in search of the best fund managers
RMB International's Global Spread Capture Fund, a fund of hedge funds, has added value by taking significant decisions about which market to be in at particular times.
Making thesystem workfor you
Zbigniew Hermaszewski,co-founder of AltisPartners, explains thestrategy of the firm'sglobal futures portfolio
Portable alpha and beta for long/short equity managers
Portable strategies
Portable alphaand beta forlong/shortequity manager
Portable strategies
Dealing with a dwindling dollar
Corporates
Expressing a view on the dollar
Currency focus
Sophistication and integration
Performance and risk
The road to online options
Electronic forex
Risk management in a fund of hedge funds
Hedge funds
Dabbling in hedge funds
Asset allocation
Axa lift-out
Axa
Bond lifeline for Dutch funds
Pension funds
An unsure future
CP195
Quality control
Debentures
Back in the game
High-yield cable
Correlation conflict
Default correlation
Regulatory briefs
Regulatory Update
Riding the wave
emerging markets