Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Misys
Misys
AIG picks non-exec chairman
People
Obama anoints new PBGC chair
People
Knot leaves DNB for Ministry
People
ZFS appoints Martin Senn CEO
People
CDS: Spreads widen tracking stocks
Credit default swap 5-year mid-levels for structured products issuers (August 19)
CDS: Spreads widen despite better-than-expected US jobs data
Credit default swap 5-year mid-levels for structured products issuers (August 7)
A seagull's-eye view
US offshore energy could receive a boost from a newly announced US Federal regulatory scheme. Gregory Lawrence, Mustafa Ostrander and Stephen Smith of McDermott Will & Emery outline the programme
Optimisation through a component framework
Implementing the most suitable ETRM software for has become increasingly daunting. Paul McLean-Thorne and Tim Hughes investigate
Power plant Greeks
The computation of the price sensitivities - otherwise known as the Greeks - of a power plant is essential for proper hedging and risk management. However, due to the complexity and difficulty involved in the modelling of generation characteristics and…