Risk Staff
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Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Brief Spring upturn for distressed securities is not expected to last
Having experienced record months in April and May, a slowdown is forecast
Share price over-valuation creates shorting opportunities in UK
Consumer cyclicals are being shorted as a result of uncertain outlook
Opportunities abound in Europe for shareholder activism to profit
hedge fund managers profit from proactive intervention
The M&A search begins
The Mellon HBV European Event Driven Fund LP is on the hunt for merger and acquisition arbitrage funds
New issuance in the convertible bond market puts it ˜back on track'
Cheapness of fund raising and new features attached to corporate debt have led to a resurgence in the sector
Abria opens hedge fund product up to Europeans to raise assets
managers make portfolios available to continent
Ivy blooms as investors demand hedged products
Ivy Asset Management has tripled its assets under management since 2000 and is now scouring Europe for new managers and investors
Structured solutions
Structured products linked to a diversified portfolio of hedge funds open the door to investors with little appetite for risk, those with possible legal/tax/compliance constraints, or those who require regular income payments
EDX London to start trading on Monday
A new equity derivatives exchange, EDX London, will start trading Scandinavian equity derivatives on Monday.
Central bank reports more leverage in swaps market
The second half of 2002 saw a sharp rise in leverage in the interest rate swap market, according to the June issue of the Bank of England's Financial Stability Review.
Brunel offers new risk masters degree
Brunel University’s department of economics and finance will launch an MSc degree course in financial risk management from September this year.
Wrestling With Two Kinds of Growth
Storage needs were already estimated to be growing 50 percent a year. Now, add industry regulations, and firms are looking to get creative with storage technology.
SAS acquires OpRisk Analytics
SAS, the North Carolina-based data management software vendor, announced that it has acquired the principal assets of OpRisk Analytics, a Connecticut-based operational risk analytics company. It did not disclose financial terms.
Isda publishes collateral asset definitions
The International Swaps and Derivatives Association (Isda) published the first edition of the Isda Collateral Asset Definitions this week. The definitions standardise the descriptions for the most commonly used collateral assets in various jurisdictions,…
Euronext.life to launch FTSEurofirst index derivatives
Euronext.liffe said it will launch futures and options contracts based on the FTSEurofirst 80 and FTSEurofirst 100 indices on Monday 23 June.
SAS acquires OpRisk Analytics
SAS, the North Carolina-based data management software vendor, announced that it has acquired the principal assets of OpRisk Analytics, a Connecticut-based operational risk analytics company. It did not disclose financial terms.
US to complete further quantitative impact studies, says Ferguson
To assess the impact of the Basel II regulatory proposals on US banks that will be adopting that framework, the Federal Reserve and other banking regulators are planning to conduct a series of quantitative impact studies during the implementation period,…
Corporate Governance Survey 2003, Part 1 >> Op risk disclosure: a long road ahead
Although most banks now have a separate section on operational risk in their annual reports, disclosure levels vary considerably. Here, Operational Risk's editorial staff review 15 bank annual reports to uncover reporting and management practices in 2002
Delayed trac-x Europe launches today
Trac-x Europe, part of a family of credit default swap indexes being assembled by JP Morgan Chase and Morgan Stanley, debuted trading today. A funded format is due to start trading the week of June 30. This follows a delay of about six weeks.