Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Long/short opportunities bode well for investors
Japan may be a long way off from recovery but managers are starting to see more positive signs in the technology and manufacturing sectors
Lower prices indicate banks' unease with guarantee lines
banks uncomfortable with asset class
New broker dealer company offers access to hedge funds
firm aims to specialise in providing access to hedge funds
HSBC provides fund of hedge funds guarantee
alternative wealth protector offers capital guarantee
Keeping volatility low at NIB International
The portfolio holds 60% in target return funds and has exposure to long-only funds
Opening up closed doors
Listed companies which invest in hedge funds is one way of targeting UK retail money
White-lightning response is needed for US market
There is still fundamental value in the US market, but fund managers have to be quick of the mark to exploit the current situation
When the VIX is low...
The Volatility Index is indicating it may be time to be long on markets as it measures investors' nervousness
Setting up a fund in the sun
The Cayman Islands has become an increasingly popular domicile for hedge funds
Canadian firm brings US fund to European shores
JC clark plans north american long/short debut in europe
Derivatives volumes soar in US, says OCC
Notional derivatives volumes held by US commercial banks increased by $3.8 trillion in second-quarter 2002, to $50.1 trillion - the second highest amount ever recorded, the US Office of the Comptroller of the Currency (OCC) reported yesterday in its…
SAP launches new Basel II functions for mySAP Banking
German software services provider SAP said it is providing new functions for its mySAP Banking package to help banks meet the requirements of the risk-based Basel II capital Accord and new international accounting standards in the European Union (EU).
Basel experts agree securitisation treatment
Global banking experts have agreed proposals for treating the credit risks for banks of asset securitisation under the complex Basel II capital Accord.
Job moves
QUOTE OF THE MONTH: - “Regulatory fear is creating a lot of uncertainty, and that fear does impact the financial markets” Jennifer Patterson, energy trading manager at Edison Mission Energy in Australia, arguing at the Australia Risk 2002 conference last…
Confusion over a barrel
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