Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Sector roundup
Sectors
Dow Jones and SGX sign index deal
Credit tech
Deals Diary
News
New Year cheer at fund managers
People news
Lowering the standard
Standard life
Crossovers: future stars
Credit of the month
Two become one
News
The BAT man
Profile
RMB International, Global Spread Capture Fd, Richard Atkinson - Feb 2004
Finding the right managers in the right geographical andinvestment sectors, and rewarding the best performers,is the key to healthy returns for funds of hedge funds, says RMB International's Richard Atkinson of RMB International.
BIS issues principles for home-host recognition of AMA; changes securitisation framework
Significant subsidiaries of international banks will be able to calculate Advanced Measurement Approach (AMA) capital requirements using a mixed approach, according to the Basel Committee.
UK's FSA reforms ORIAG as ORSG
The UK's Financial Services Authority (FSA) has reformed its Operational Risk Implementation Advisory Group (ORIAG) as the Operational Risk Standing Group (ORSG), after deciding to disband ORIAG in the fourth quarter of 2003. The group is being chaired…
FSA reviews insurer capital
Final comments and suggestions have been received by the Financial Services Authority (FSA) following the publication of consultation documents CP190 and CP195, which aim to improve capital adequacy among non-life and life insurers. The proposals could…
Sponsor's event > Breakfast Briefing on Implementing the IRB Approach
Join SunGard and PRMIA for a breakfast briefing on successfully implementing the IRB approach in Madrid on 10 February 2004.
Nandapurkar defects to Eurex US from CME
Eurex US – a new futures exchange that is expected to gain regulatory approval from the Commodity Futures Trading Commission (CFTC) by the end of March – has appointed Satish Nandapurkar as its chief executive.
Parsley joins PNC
William Parsley - former head of the global books trading group and co-head of North American interest rates trading group at JP Morgan Chase – has joined the PNC Financial Services Group as treasurer and chief investment officer.
UK's FSA takes issue with misselling and market timing
The investment management industry in the UK is under fire from the Financial Services Authority (FSA) on a number of fronts at the moment.
Rivals plan to match Boston Options Exchange model
Incumbent competitors to the all-electronic Boston Options Exchange (Box), which received SEC approval to operate last week, said they would match its controversial price-improvement feature, according to RiskNews ' sister publication Trading Technology…
Treasury increases budget to fight financial crime
The Bush Administration has proposed a 12.7% increase in its budgetary allocation to the Financial Crimes Enforcement Network (FinCEN) to strengthen the country’s financial war on terror and other financial crimes.
Rating agency concerned by self-referenced credit derivatives
Fitch Ratings said it expects to make “appropriate adjustments to liquidity and capital measures” for any company that purchases a self-referenced credit derivative.
A window on transparency
Hedge funds will no doubt start 2004 where they left off in 2003 - as the investment vehicles of choice for private and institutional investors looking for the best opportunities for decent returns.
S&P 500 pension plan funding to cost $57 billion over next two years
The cost of funding defined-benefit – company sponsored – pension plans at the top 500 listed companies in the United States will hit $24 billion this year and $33 billion in 2005, according to research by Credit Suisse First Boston (CSFB).