Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Target redemption launched for retail
New angles
Pricing credit risk
Merton models
Deutsche arranges two CDOs
New angles
The AsiaRisk derivatives poll 2003
Interbank poll
Take the index high road
Portfolio management
Sovereignstates
Russian debt
Corus on the mend
News
Sector roundup
Sectors
Operational risk biggest threat to hedge funds
LONDON - Operational risk is the biggest threat to hedge funds in both start-ups and established firms, speakers told the Pan-European Hedge Funds Summit held in London on October 23 and 24.
Industry KRI study takes off
PHILADELPHIA - A new financial industry initiative to study and define key risk indicators (KRIs) is gathering momentum. The results of the first stage of the process and the simultaneous launch of the second phase were announced in late October.
Hedge funds record Q3 net inflows of $24.6bn
The hedge fund industry attracted net new investment of $24.6 billion during the third quarter, up from $13.8 billion in the previous quarter, according to figures released today by the Tass Research unit of Tremont Capital Management.
CDC Ixis AM selects Riskdata for hedge fund risk management
CDC Ixis Asset Management, the asset management arm of French investment bank CDC Ixis, has bought Riskdata's HEDGiX service to help manage its alternative investment portfolio.
Deutsche Bank's options head takes on North American trading
Neehal Shah, global head of foreign exchange options at Deutsche Bank, has transferred from London to New York to assume the title of head of foreign exchange trading, North America.
ABN Amro adds in derivatives marketing
Rajiv Baruah has joined ABN Amro in Singapore as a derivatives marketer in the Asia debt markets origination group.
Research shows op risk capital will surpass market risk capital
A new research paper from the Federal Reserve Bank of Boston shows that the amount of capital that will be set aside under the new Basel II rules "will often exceed capital held for market risk, and that the largest banks could choose to allocate several…
FSA issues conglomerates rules, warns of more EU regs to come
The UK's Financial Services Authority's (FSA) new chairman, Callum McCarthy, has warned financial executives about the "severe strains" UK-based financial institutions will face in implementing new regulations from the EU during 2004 and 2006.
EU explores rating agency shake-up
The European parliament may be set to tighten the regulation of credit rating agencies after a paper from the parliament's Committee on Economic and Monetary Affairs emphasised the growing significance of rating agencies in the financial systems and…
Insurers must do better - FSA
A new study by the UK's Financial Services Authority into risk management at insurance firms concludes that, although practices are improving in general, there is a long way to go before insurers are at the same standard as other types of financial…
Nomura analyst sceptical about Nera's ratings study
Research by National Economic Research Associates' (Nera) economic consulting division comparing different rating agencies' rating processes has been described as "disappointingly inconclusive" by Mark Adelson, a New York-based securitisation and asset…
Nomura analyst sceptical about Nera’s ratings study
Research by National Economic Research Associates' (Nera) economic consulting division comparing different rating agencies’ rating processes has been described as “disappointingly inconclusive” by Mark Adelson, a New York-based securitisation and asset…
Summit Systems names prominent hires in New York
Software vendor Summit Systems has made a number of appointments for its New York office. The hires include the return of co-founder Kathy Perrotte to the vendor after a one-year sabbatical.