Infrastructure
Forex committees to develop best practices
THE BACK OFFICE
Lepus lists op risk leaders
TECHNOLOGY
Banca Intesa: conquering the cultural challenges of op risk
IMPLEMENTATION OUTLOOK
To slash errors, give the sales trader STP capabilities
TECHNOLOGY COMMENT
Bank losses are boosting the profile of legal risk
IMPLEMENTATION OUTLOOK
Job moves
People
RiskNews review
RiskNews review
Don’t count on buffers
Risk analysis
Technology briefs
Systems
Top dealers plot revival of ‘Project Red’
New angles
Shaking up hedge funds
Cover story
The Risk 2003 commodity and energy derivatives rankings
2003 Commodity & Energy Rankings
what’s new on the web
@risk
A localised flood
Weather derivatives
Fimat to launch volatility arbitrage index
Fimat, the brokerage subsidiary of Société Générale, plans to launch what it claims will be the first volatility arbitrage strategies index by the end of the first quarter.
Top dealers plot ‘Project Red’ revival
The backers of ‘Project Red’, a credit derivatives reference entity database (Red) set up by top dealers Deutsche Bank, Goldman Sachs and JP Morgan to remove basis risk in credit trading, have conditionally agreed to sell the service to UK credit risk…
Software survey 2003
Credit technology hogged the spotlight in 2002, as the spectacular collapse of a host of corporate giants combined with movement on the Basel II Accord focused everyone's attention on this class of exposures.
CreditTrade launches credit derivatives web service
CreditTrade, the London-based inter-dealer broker and provider of credit derivatives data, has launched its new web-based data service, CreditTrade Insight.
An operational risk scorecard approach
Operational risk scorecards have been in the spotlight since the Basel Committee on Banking Supervision’s 2001 paper on op risk treatment under Basel II. In the first of two articles, Ulrich Anders and Michael Sandstedt of Dresdner Bank examine what,…
Sponsor's article > The role of correlation
David Rowe surveys recent research on the role of correlation between probability of default and recovery rates, as well as among default probabilities.