Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Reports fuel supply fears
Upwardly revised oil price forecasts and recent reports from the International Energy Agency and the US National Petroleum Council point to growing unease about global energy supplies, writes David Watkins
CFTC: Amaranth manipulated gas prices
US futures market regulator alleges that the defunct hedge fund sought to influence the settlement price of Nymex natural gas futures by selling heavily during the closing range. David Watkins reports
Islamic finance - Work in progress
Securitisation
Collateral concerns
CFXOs
Islamic finance - Structuring for sharia
Structured products
Foreign exchange - Carry on regardless
Carry trade
Foreign exchange - Algos a go-go
Structured products
Getting strongly bullish about the prospects and future opportunities in the land of the bear
russia equity long/short
London raises the bar...
As the London Stock Exchange says it will launch the Specialist Fund Market for hedge and other specialist funds, David Walker examines listing options
Unbiased reporting
Edhec's Walter Gehin assesses the importance of database quality and impact on various biases, on hedge fund returns
Divide and rule?
MSS Capital's head of structuring in EMEA, Caelim Parkes examines the benefits and drawbacks of managed accounts, in answering why at least a portion of one's hedge fund assets should be managed in segregated accounts
The easy path to permanent capital Nirvana...
Listing funds is one way of raising capital that sticks, Alpha Strategic shows managers there's more than one way to skin this cat, as Solomon Teague writes
Why the implied correlation of dispersion has to be higher than the correlation swap strike
It may be accepted wisdom and proven fact, that the implied correlation that results from a dispersion trade does not equal the price of a correlation swap in the market, but AXA Investment Managers Saad Slaoui and Jerome Vierling examine the theory…
Demystifying the practice of synthetic CDO valuation
Nosheen Khan, vice president, structured credit valuations at Markit, examines the base correlation mapping methods for implying bespoke collateralised debt obligation (CDO) correlations from standard index tranche correlations
The new foundation for hedge funds
Foundations and endowments are keen on hedge funds, but you've got to know what they want, write Jamie Wynn-Williams and Phyllis Feinberg...
Basel bonanza a boon for cold hard cash
While hedge funds may be used to holdings in cash management funds for investor redemptions, Basel II has given banks a greater incentive, to allow their use as collateral as well, Solomon Teague reports
Smart money
ION Asset Management has made quite an impression managing its Israel long/short equity fund, chalking up 34.7% net in its first year to 30 June. David Walker spoke with ION's co-founder Stephen Levey (pictured below) to find out more...
The best possible outcome...
Whether trading on exchanges or outside their boundaries, managers will find themselves compelled by the Markets in Financial Instruments Directive to ensure they are measuring, achieving and monitoring 'best execution.' But London lawyers counsel…