Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Sophis to complement Axa convertible arbitrage fund
paris-based sophis to supply software for trading set up
Carving a niche
Guernsey's legislative and regulation regime makes it an ideal domicile for both hedge funds, and property and private equity funds
Valuation process
Calculating an accurate NAV for certain hedge fund strategies is not as straightforward a process as some may believe
You can't be too careful
LTCM was an important lesson in leverage for fund managers and hopefully the massive gearing seen in 1998 will never be repeated
Asset class no longer acting like bonds following July lows
After a turbulent year, fund managers are encouraged by signs of normality outside the US
Portfolio additions are in the pipeline for CDC Ixis
absolute returns planned for french asset manager's range
Capturing value from energy supply and trading
New Frontiers
Declines in credit quality provide opportunities
In the current economic climate, there are opportunities for the debt market
The hunt for value in the European markets continues
The market is continuing on its volatile, rocky road and shows no sign of letting off as the year ends
Bear Stearns loses global fixed-income and derivatives head
Sean Hamidi, global head of fixed-income and derivatives at Bear Stearns in London, has left the bank and not been replaced, an official told RiskNews ' sister publication FX Week .
Moody’s counters S&P report on UK bank stability
Moody’s today countered claims by rival credit rating agency Standard & Poor’s made yesterday that the UK banking system is vulnerable to financial stress.
France Telecom’s imminent €1.5bn bond hits spreads by 7bp
France Telecom’s plans to tap the bond market for the first time this year with a seven-year, €1.5 billion bond issue caused its cost of credit protection on five-year debt to widen by 7 basis points to 280/290bp today.
Drilling company Transocean to use SunGard’s Quantum
Houston-headquartered offshore drilling contractor, Transocean, plans to install Pennsylvania-based SunGard’s Quantum treasury management system.
Dunne named head of strategy at Reuters Treasury Services
Reuters has named Chris Dunne as head of strategy at its Reuters Treasury Services unit.
Wyman’s Wilson to head new Prmia chapter in Switzerland
Tom Wilson, head of Oliver Wyman and Company’s global finance and risk practice group, will head a new chapter for the Professional Risk Managers’ International Association (Prmia) in Switzerland.