Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
CCFE launches clean energy index
The Chicago Climate Futures Exchange (CCFE), a wholly-owned subsidiary of Chicago Climate Exchange (CCX), announced today that it will launch a futures contract based on WilderHill Clean Energy Index (ECO) on July 13.
Virgin Trains to use biofuel
Greenergy Fuels, the UK’s leading independent fuels supplier, will partner with Virgin Trains to supply up to 27,000 litres per week of a new B20 biofuel blend, which contains 20 per cent biodiesel and is designed for trains.
Deutsche promotes head of structured capital markets
Deutsche Bank has promoted Matt Press to head of Global Markets, Western Europe, to continue the growth of Deutsche's Global Markets franchise.
Abbey offers new issue of capital guaranteed deposits bonds
Abbey in the UK has launched a new issue of capital guaranteed deposit bonds. The three index-linked bonds offer exposure to the Halifax House Price Index, the FTSE 100 Index and the Nikkei 225 Index respectively. The bonds, aimed at independent…
Deutsche Bank’s new index replicates hedge fund beta
Deutsche Bank has become the latest investment bank to launch an index that tracks hedge fund beta. The db Absolute Return âeta Index (dbARâ) does not invest in any hedge funds or fund of funds, but replicates the performance of fund of hedge funds…
Rabobank to list equity-linked certificates on SGX
Rabobank is to list equity-linked certificates on Singapore stock exchange, SGX. RaboJet Certs are linked to a basket of four major blue chip companies listed in Singapore. Series 1 of the RaboJet Certs has a maximum return of 20% and requires a minimum…
Canada’s Arrow Hedge offer fund of hedge funds-linked PPN
Canadian investment manager Arrow Hedge has launched an eight-year principal protected note that provides exposure to the Arrow Multi-Strategy Fund, a hedge fund-of-funds in Canada. The Bank of Nova Scotia Arrow Multi-Strategy(TM) Fund Deposit Notes,…
South Korean minister warns on economy
Korean honcho sees possible pitfalls in exchange rate, housing market
S&P launches Sharia BRIC Index
Standard & Poor’s (S&P) has launched the S&P BRIC Shariah Index to capture the largest and most liquid stocks in Brazil, Russia, India and China that meet criteria of sharia law and that currently trade on developed market exchanges – specifically the…
Making up lost ground
Institutional Investor end-user Rankings 2007
The wrong market for credit derivatives?
Credit derivatives
Even better than the real thing?
Hedge fund replication
New world order
Regulation
A different approach to investing in commodities
Corporate statement
CS indicative market data
Data by Credit Suisse
Citi's Guide to Structured Product Terminology
Corporate statement
Built for performance
London's MPC Investors is looking at taking in at least an extra $600m for its latest European fund launch and is setting itself up as a direct destination for institutional allocators, as its CEO Peter Harrison told David Walker
Administering to your every need
LaSalle Global Fund Services' Morgan Downey reflects on the constant challenge of picking the right administation model for your fund as the times keep a-changing
Preparing for a bumpy ride
James Casper of Olive Tree Capital surveys the outlook for greater volatility - and hedge funds' capacity to deal with it
Carry on reaping the profits?
The yen carry trade was all the rage with hedge funds until, earlier this year, suddenly it wasn't. Daniel Murray from EFG Private Bank in London surveys the carry strategy and discusses whether it still has the legs to run
Short manouevres come to India
RAS Capital Management co-founder Robert Rahbari discusses the onset of shorting in the booming Indian markets
Follow the leader as EFG proves private banks is where structuring's smart money is
While structuring products may once have been the preserve of large asset management houses, private banks are starting to open their expertise in bespoke structuring to the outside world, as Rasik Ahuja, head of EFG Private Bank's active advisory, tells…