Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Insurer of the year: Rothesay Life
Risk Awards 2019: Bulk annuity deal unlocks £1 billion of capital in Prudential’s strategic split
Asset manager of the year: Goldman Sachs Asset Management
Risk Awards 2019: Firm’s algos pick through earnings call transcripts to figure out what analysts really think
Interest rate derivatives house of the year: BNP Paribas
Risk Awards 2019: US commitment pays off with 20% growth, blizzard of big trades on curve and FRA/OIS
Credit portfolio manager of the year: Natixis
Risk Awards 2019: Risk-sharing scheme helps French bank double loan volumes on stable RWAs
Quant hedge fund manager of the year: La Française Investment Solutions
Risk Awards 2019: Focus on correlations helps LFIS stand out in sector’s horrible year
Asia moves: SocGen replaces China head, Goldman names new partners, and more
Latest job changes across industry
Custody Risk Global Awards 2018 winners announced
Custodian of the Year won by BNP Paribas for second year running
EU no-action, double capital and Nasdaq loss
The week on Risk.net, October 27–November 2, 2018
Brexit OTC mutation, chaperones and SA-CCR
The week on Risk.net, October 6–12, 2018
LCH cancellation notices, Eurex incentives and prop trader rules
The week on Risk.net, September 29 – October 5, 2018
Asia Risk Corporate & Institutional Rankings 2018: The winners
Standard Chartered and HSBC top the tables
Structured products house of the year: Societe Generale
Asia Risk Awards 2018
Interdealer broker rankings 2018: shuffling the pack
With industry facing structural pressures and Brexit uncertainty, list of top brokers has been shaken up
Vote now in the Risk Interdealer Broker Rankings 2018
Help us identify the market’s top brokers in a range of over-the-counter derivative products
Book of the Year: The Fundamentals of Operational Risk for Insurers
New book addresses how traditional op risk should be applied to insurance
Consultancy of the Year: Deloitte
Big-four consultancy shines on Basel SMA, cyber risk and model risk
Industry Initiative of the Year: Certificate in Operational Risk Management
Institute of Operational Risk’s new qualification gains momentum
Bank of the Year: SunTrust
Improved risk appetite framework gives clearer view of non-financial risks
Regulator of the Year: Financial Conduct Authority
UK regulator puts renewed focus on operational resilience
Paper of the Year: Hidden Markov Regimes in Operational Loss Data: Application to the Recent Financial Crisis
Research builds on earlier work to integrate business cycles into op risk models
Asset Manager of the Year: Aviva Investors
Two-year project to embed risk appetite into the heart of Aviva’s operations
Energy Risk Awards 2018: The winners
BNP Paribas picks up three awards, while Macquarie takes the gong for derivatives house of the year
Top 10 op risks 2018: mis-selling
Speculation rife among survey participants over ‘the next PPI’
Top 10 op risks 2018: data compromise
Banks fearful of data breach missteps as GDPR looms