Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Tranches of trepidation
Correlation
Micro scope widens
Micro-finance
Morgan Stanley settles lawsuit involving 2,700 female workers
LOSSES & LAWSUITS
FSA fines Sesame for SCARP complaint-handling failures
LOSSES & LAWSUITS
The yin and yang of risk management
SPONSORED STATEMENT
SEC cracks down on Spear & Jackson pump-and-dump scheme
LOSSES & LAWSUITS
Barclays sends in the PINsentry to thwart online fraudsters
LOSSES & LAWSUITS
HSBC demonstrates the weight of its regulatory burden
LOSSES & LAWSUITS
BNP Paribas fights sex discrimination case
LOSSES & LAWSUITS
Crossing the value chasm
SPONSORED STATEMENT
An equitable relationship?
correlation
Icap launches A$/NZ$ electronic trading
Interdealer broker Icap launched electronic trading in the Australian dollar-New Zealand dollar currency pair on April 30 on its global EBS foreign exchange trading platform.
Bank of Montreal reports heavy commodity trading losses
BMO Financial Group, formerly the Bank of Montreal, said today that it has incurred second-quarter mark-to-market commodity trading losses estimated at between C$350 million ($313 million) and C$450 million ($403 million), pre-tax.
European Parliament publishes consolidated text of PSD
PSD final text published
RBS hires in structured credit for Nordics
The Royal Bank of Scotland (RBS) has hired Soren Hyldgaard as head of debt markets financial institutions sales for the Nordic region. Soren will report to Al Sinsheimer, head of debt markets financial institutions sales.
Credit Suisse hires in equity derivatives
Credit Suisse has announced a number of hires in its equity derivatives business.
JP Morgan and Diapason launch new commodities index
JP Morgan and commodity asset management firm Diapason Commodities Management have launched the Diapason Commodity Rotator. The index is available as either an excess return or a total cash return index, allowing investors to take advantage of…
S&P launches GCC Sharia Index
Standard & Poor’s (S&P) has launched a fully investable GCC Sharia Index. The S&P GCC Sharia Series captures the largest and most liquid stocks across the GCC. S&P says it will pave the way for the creation of mutual funds, ETFs and structured products…
UBS launches Global Warming Index
UBS Investment Bank has launched the UBS Global Warming Index (UBS-GWI). The UBS-GWI is a tradable benchmark for global investments in the weather derivatives market. It is constructed using liquid, actively traded Heating Degree Day (HDD) and Cooling…