Risk Staff
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Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
No sign of immediate end to volatility rollercoaster
Moves by central banks to inject liquidity into the troubled financial markets have been welcomed by investors, but grounds for pessimism still persist in the form of ratings actions on SIV-lite deals
Q&A Corry Bazley
Q-Wixx, a system developed by broker Creditex that automates the pricing and execution of lists of CDS, promises to improve efficiency and cut op risk for dealers and hedge funds. Q-Wixx's business development manager explains exactly how the system works
Philippe Torrion
As a youngster EDF Trading CEO Philippe Torrion turned down the chance of becoming a professional footballer, but he has nevertheless based his career around being a team player. He talks to Oliver Holtaway
Head in the sand
There is still scepticism among energy market participants around Mifid. Some believe they are exempt, while many more are waiting to see what others will do. In view of the significant changes Mifid will make to the energy markets, these are not the…
Managing climate change risk
Climate change poses two main risks to business – reputational risk and financial risk. Francis Hervé , non-executive director at Utilyx and former chief executive of EDF trading, provides some guidelines for managing both sets of risk
A new coal agreement
The ISDA Coal Annex allows market participants to combine physical coal trades and coal derivatives under a single trading agreement. Lauren Teigland-Hunt says this development should improve liquidity in the global coal market
Clean coal : green and lean
With the economic benefits of emissions offsets, clean coal is poised to move from a government-subsidised to a commercially viable industry, as Catherine Lacoursière reports
Rocks and hard places
Despite the environmental, political and infrastructure challenges faced by US coal, some believe high-sulphur grades could soon be back in fashion. David Watkins investigates
The right time
This year marks the thirtieth anniversary of the inception of legendary proprietary derivatives trading company O'Connor & Associates. Jayne Jung talks to Michael Greenbaum, one of the founders, and some of the early partners