Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
The pipeline cleaner
Chris Whitman, group treasurer of Deutsche Bank, talks to Alexander Campbell about maintaining bank liquidity
Cross-border confusion
Basel II
Against the grain
While UK and Danish pension funds have been frantically buying up long-dated government paper, German funds have begun to do the opposite. Gareth Gore talks to the country's largest scheme about its own portfolio revamp
Unthinkably favourable
Imagination in stress testing demands unorthodox thinking, as even seemingly favourable events can have negative consequences. In the case of the oil markets, this means stress testing for a fall, as well as a rise, in oil prices, argues David Rowe
Spreading the risk
Operational risk
Tranche warfare
Many investors have taken a negative view on US subprime mortgages over the past year through credit default swaps. But with the US Congress putting pressure on servicers to modify the terms of loans to help borrowers avoid default, those trades might…
In the shadows
Counterparty Credit Risk
Savings-Bank flotation fraudster pays back $11 million
LOSSES & LAWSUITS
Amex investigated over suspicious activity
LOSSES & LAWSUITS
BISYS pays $25m to settle SEC financial reporting charges
LOSSES & LAWSUITS
FSA fines Charterhouse £122,500 for portfolio mismanagement
LOSSES & LAWSUITS
Sesame fined £330,000 by FSA for scarps failures
LOSSES & LAWSUITS
FSA fines BNP Paribas £350,000 for weak anti-fraud controls
LOSSES & LAWSUITS
The next spreadsheet revolution
Sponsor Statement
Developing a real US market
Sponsor Statement
Expected shortfall - una coda in due parti
APPROFONDIMENTI. RISCHIO DEL PORTAFOGLIO CREDITI
