Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Defining copulas
Masterclass
The arrogance of hindsight
Some governments are reportedly becoming more active in using derivatives to manage their debt and funding costs. While arguably quite sensible, public distrust and sensationalist journalism present special dangers, argues David Rowe
A quiet revolution
Governments have traditionally kept their limited use of derivatives close to their chests. But some sovereigns are now broadening their mandates to encompass a wider array of risks and they are increasingly turning to the derivatives markets. By Navroz…
Private highs
A consortium of institutional investors bought a 27% stake in HSH Nordbank in August, making it the first part-privatisation of a German Landesbank. Duncan Wood talks to Hartmut Strauss, responsible for risk and finance at HSH, about the changes
The correlation debate
Retail Portfolio Risk
Driven to distraction
Pension funds
Bad timing for Prudential
Losses & Lawsuits
Morgan Stanley reported
Losses & Lawsuits
FSA fines Braemar
Losses & Lawsuits
Wachovia fined by NYSE
Losses & Lawsuits
FSA fines BBNIB’s Paul Harrison for non-compliance
Losses & Lawsuits
Remorseful former Enron CFO receives reduced sentence
Losses & Lawsuits
Systems failure at Reuters hits forex trading
Losses & Lawsuits
Inflacionando el mercado
Inflación
Alternando con los mejores
Risk Espana Rankings 2006
Sentando las bases de un éxito sostenible
ARTÍCULO PATROCINADO BBVA
Barreras a la sofisticación
Gestión de carteras de crédito
Reinventando el fondo
Fondos de hedge funds