Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Structured products house of the year: Societe Generale
Risk Awards 2020: Volumes slumped across the Street; SG used Japanification theme to unlock demand
Fintech start-up of the year: Baton Systems
Risk Awards 2020: With four million FX trades since launch, the “institutional PayPal” now aims to free trapped margin
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
Hedging adviser of the year: Chatham Financial
Risk Awards 2020: Hedge accounting solution helps Freddie Mac tackle P&L swings from loan hedges
Inflation derivatives house of the year: HSBC
UK bank takes CPI to new heights, while using guarantees to get big RPI trades over the line
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
Risk Awards 2020: The winners
BofA claims top derivatives prize; lifetime award for Benoît Coeuré; Goldman wins rates house
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…
Outstanding Achievement of the Year: Chapelle Consulting
Chapelle Consulting is a significant contributor to the evolution of operational risk practices
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
Bank of the Year: HSBC
HSBC transforms its operational risk function at considerable cost, but with commensurate returns