Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Credit portfolio manager of the year: NatWest Bank
Risk Awards 2020: Big deals and big ideas have helped transform stress-test laggard to leader
Derivatives house of the year: Bank of America
Risk Awards 2020: New home in Paris has brought more European clients to the Street’s most consistent markets franchise
Quants of the year: Andrei Lyashenko and Fabio Mercurio
Risk Awards 2020: Quants extend Libor market model to accommodate backward rates
Quant investor of the year: GAM Systematic Cantab
Risk Awards 2020: Cantab benefitted as diversification started working once more
Risk Awards 2020: The winners
BofA claims top derivatives prize; lifetime award for Benoît Coeuré; Goldman wins rates house
Currencies flow market-maker of the year: Credit Suisse
Risk Awards 2020: Swiss bank shows block trading can still compete in the age of the algo
Technology vendor of the year: Murex
Risk Awards 2020: Firm bets heavy R&D spend will keep it ahead of shifting client needs
Risk solutions house of the year: NatWest Markets
Risk Awards 2020: UK bank blazes Libor transition trail; solutions span NPLs to forex forwards
Asia moves: HSBC hires Singapore liquidity chief, StanChart picks Asean head, and more
Latest job changes across industry
Interdealer broker rankings 2019: the story behind the votes
Volumes in decline, while start-ups pose increasing threat
Asia moves: Credit Suisse appoints equity research head, Natixis makes string of hires, and more
Latest job changes across the industry
House of the year, Australia: ANZ
Asia Risk Awards 2019
Asia moves: Barclays picks Pecot as markets head, new Australia CEO for Credit Suisse, and more
Latest job changes across the industry
IM split, Sonia choices and non-bank oversight gaps
The week on Risk.net, July 20–26, 2019
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2022 – A market risk odyssey
Though January’s final version of FRTB offered no great surprises to those who have followed the regulation since its inception, banks now have a greater idea of what is required of them. Bloomberg explores the importance for banks to have FRTB…
Asia moves: New CEOs at Credit Suisse and ANZ, Invesco gets new MD, and more
Latest job changes across the industry
A helping hand – Addressing industry concerns
The Basel Committee on Banking Supervision’s final revisions to the FRTB guidelines aim to address industry concerns around complexity and capital implications. A forum of industry leaders discusses whether the changes have been effective and how banks…
Industry Initiative of the Year: ORX
ORX’s op risk taxonomy project improves measurement of progress and change
Consultancy of the Year: EY
EY provides comprehensive approach to measuring and managing disparate emerging risks
Paper of the Year: Embrechts, Mizgier and Chen
Embrechts, Mizgier and Chen expand operational risk modelling across industries
Outstanding Achievement of the Year: Chapelle Consulting
Chapelle Consulting is a significant contributor to the evolution of operational risk practices