Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Industry unites against FSA's benchmark pricing proposal for MiFID
FSA plans to impose a benchmark-based pricing system on dealer-led markets have been savaged within the industry. The main objections revolve around liquidity
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Upgrading the rating process
As the debate rages over the usefulness of credit ratings, Moody's unveils a set of credit risk indicators derived from market movements. Will 'market implied ratings' silence the agencies' critics? Nikki Marmery investigates
Surveying risk management
How is risk management viewed in your company? Are there risks you would like to measure but don''t? Which methodologies are most commonly used? What should the discipline tackle next? Our latest survey reveals all
Antoine Halff
Antoine Halff talks to Oliver Holtaway about the pivotal role that political risk should be playing in energy risk analysis
Catching the wind
After a 20-year hiatus, the US wind power industry has grown rapidly in the past two years. Its future, however, depends on Congress drawing up clear, long-term legislation, finds Neil O'Hara
Do energy hedge funds need cutting down to size?
Energy hedge funds have made public over $10 billion worth of losses in recent months, once again calling into question their impact on energy markets and raising concerns of systemic risk. Catherine Lacoursiere investigates
Using options theory for commodity spreads
Market risk for a real option asset can be effectively managed using a spread option model. Raymond Cheng and Walt Tyrrell demonstrate the enhanced risk-adjusted performance of optional refinery capacity with a historical back test
Risk management for LDCs
US Gas Distribution Companies, long experienced in managing volumetric risk, now face market risk, high commodity prices and credit risk. Matthew Frye looks at strategies to model these risks in aggregate