Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Enough’s enough
Brett Humphreys takes the guesswork out of determining how many simulations are needed to calculate value-at-risk
Crude oil takes a double hit
Mark Powell of GlobalView Software looks at how crude prices are being affected by the impending war with Iraq and the general strike in Venezuela
US gas market challenges
A new report from the investigative office of the Federal Energy Regulatory Commission finds that competitive natural gas markets in the US are robust, but warns of challenges ahead. Kevin Foster reports
Coal on the rocks
Faced with liquidity problems, falling volumes and uncertainty over the accuracy of price data, coal trading has had many of the same difficulties as the natural gas and power sectors over the past year. How can it get back on its feet, asks Kevin Foster
Structured finance caught off-balance
Efforts by energy and finance professionals to stress the difference between legitimate off-balance-sheet entities and Enron’s opaque devices have had little impact, as US regulators rush to clean up structured finance. Maria Kielmas reports
A clear market leader
How will SunGard’s acquisition of rival vendor Caminus change the market for energy risk management software? Kevin Foster reports
Exchanging blows
Conflict in the US and growth in Europe marked another turbulent year for energy exchanges. Kevin Foster casts an eye back over 2002
Credit Crunch!
Columnist
Pay your money, take your chance
CDO outlook
A new standard
Credit default swaps
Tyco: pulling itself together
Credit of the month
The bond buyer
Profile
Lepus lists op risk leaders
TECHNOLOGY
Forex committees to develop best practices
THE BACK OFFICE
ISS boosts security products
CONTINUITY PLANNING