Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Parkway plans merger and loses Ian McVeigh to long-only world
McVeigh leaves Parkway for Jupiter as the company prepares to merge with Real Return Holdings
Looking at the alternative
Hedge funds are a perfect investment for with-profits funds, with their aim of offering smoothed investment returns. The challenge for hedge fund managers is getting noticed by the life offices which manage them
Talent always bounces back
The hedge fund bubble sustained even the mediocre players, but now it has burst only the most skilled will survive
Complementary pairing
The managers of Gartmore's AlphaGen Avior Fund run it alongside a long-only UK unit trust, but this is to neither funds' detriment
A tighter reign
The SEC, America's market regulator, is set to introduce regulations which could transform the way hedge funds with a US connection do business
Opportunities arise in debt as more companies face spectre of insolvency
The present global economy is boosting the distressed debt market
QIS3 results delayed until May
The release of the third quantitative impact study results will be delayed until May, when they will be published alongside the Basel Committee on Banking Supervision's third Consultation Paper (CP3), according to Patricia Jackson, special adviser on…
European demand for op risk talent set to surge in 2003
LONDON — Executive recruiters are seeing a strong rise in interest in hiring operational risk talent for commercial and investment banks, and dozens of fresh mandates.
Rating agencies open can of worms
NEW YORK — Rating agencies are coming under much closer scrutiny as providers of operational risk analysis, as a result of the Basel Accord revisions and recent US corporate scandals.
Enron charged with gas and broadband manipulation
The US Commodity Futures Trading Commission (CFTC) yesterday finally charged bankrupt energy trader Enron and a former company vice-president with manipulating natural gas prices. Also yesterday, federal authorities arrested on fraud charges two Enron…
Mark-it Partners puts it all on Red
Deutsche Bank, Goldman Sachs and JPMorgan are negotiating the sale of their credit derivatives reference entity database, Red, to UK credit risk data company Mark-it Partners.
Isda muddies debt waters
The International Swaps and Derivatives Association (Isda) has finally released its 2003 credit derivatives definitions, which take effect on March 17.
Amrolia quits as co-head of European corporates group at Goldman
Zar Amrolia, co-head of the European corporates group and former global head of foreign exchanges sales at Goldman Sachs, has left the bank after a series of job changes divested him of some of his forex responsibilities.
Seam shifts in central Europe
Gordon Feller looks at the changing coal economies of Bulgaria, the Czech Republic and Slovenia and the effect of electricity sector moves in the region
Eurohypo selects Front Arena
Eurohypo, the German mortgage bank created by Deutsche Bank, Dresdner Bank and Commerzbank, has selected the Front Arena IT system to manage its interest rate derivatives, fixed-income, credit derivatives, structured products and money markets trading.
Job moves
People
Algo teams with Agena to solve op risk data history issue
Canadian risk management technology supplier Algorithmics has teamed up with UK software company Agena to help institutions to better model operational risk.
Algo teams up with Agena to solve op risk data history issue
Canadian risk management technology supplier Algorithmics has teamed up with UK software company Agena to help institutions to model operational risk better.
Lehman’s Coym replaces Fischer as Eurex chairman
The exchange council of Eurex Deutschland has elected Peter Coym as its new chairman to replace Leonhard Fischer, who resigned the post when he left Dresdner Bank on October 31 last year.
Reuters 3000Xtra offered via servers
Reuters has developed a centrally managed server farm that should allow clients to deploy its premium information and trading Reuters 3000Xtra terminals at reduced cost.
State Treasury of Finland joins growing Trema client list
Swedish technology firm Trema added to its growing list of eurosystem clients last week, with the announcement that the State Treasury of Finland has implemented Trema's Finance Kit to manage state debt.