Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Bucking the trend
Editor's letter
S&P Rates Subprime Cost $285bn
LOSSES & LAWSUITS
AIG Post $5 Billion Q4 Loss
LOSSES & LAWSUITS
MF Global hit by rogue trading
LOSSES & LAWSUITS
The Bear Stearns Blues continue
LOSSES & LAWSUITS
More Bad News for Merrill
LOSSES & LAWSUITS
Lack of broker Fidelity leads to $8m payout to us regulator
LOSSES & LAWSUITS
Cross your fingers
OR&C INTELLIGENCE - ANTI-MONEY LAUNDERING
AML technology spend continues
SPONSORED STATEMENT
Barclays Scrutinised over Terror State Links
LOSSES & LAWSUITS
Beware the Ides of March
LOSSES & LAWSUITS
UBS in Gathering Storm of Subprime Lawsuits
LOSSES & LAWSUITS
FSA goes on the warpath
Editor's blog
FSA clamps down on insider trading
Editor's blog
Flight to quality
As volumes grow and investor sophistication increases, the US voluntarycarbon markets are demanding higher quality products and greaterregulatory oversight. David Watkins reports
Build it and they will come
The Energy Data Hub, an initiative to improve data distribution andprice transparency in the US gas and power markets, is due to go livenext month, with wide-ranging implications for energy trading, writesSandy Fielden
Copula modelling
Using copulas and Monte Carlo simulations to model price dependencein energy markets, Vincent Grégoire, Christian Genest and MichelGendron show how forecasts for crude oil and natural gas prices can beimproved by modelling the dependence between them
Turbulent times
Recent oil market turbulence has provided a tough test for airlineslooking to hedge their exposure to rising fuel costs as profits headinto a tailspin. David Watkins reports