Infrastructure
Operations Risk Odd Ones Out
FEATURES
IN BRIEF
IN BRIEF
The liquidity puzzle
Liquidity
Bound to rebalance
Investment management
Stress tests and risk capital
For many financial institutions, "stress tests" are an important input into processes that set risk capital allocations. In the current regulatory environment, two distinct model-based approaches for setting regulatory capital requirements include stress…
Pricing the weather
Weather derivatives
Beyond the lognormal
Value-at-risk
The pitfalls of VAR estimates
Value-at-risk
Insurers Rank Op Risks As Top Risks
FRONT PAGE
IN BRIEF
IN BRIEF
The Shock Of The New
TECHNOLOGY RISK
Electronic Derivatives Markets And Operational Risk Analysis
RISK IDENTIFICATION
Give A Dog A Bad Name
REPUTATIONAL RISK
HJM with multiples
Term structure of credit
JOB CYCLE
JOB CYCLE
Risk Analysis - Causal Modelling And Op Risk
PRACTITIONER ANALYSIS
IN BRIEF
IN BRIEF