Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
SAP launches new Basel II functions for mySAP Banking
BASEL II UPDATE
Singapore seeks recovery centre business
DISASTER RECOVERY
US Airways files for Chapter 11 bankruptcy
LOSS DATABASE
ISS introduces new user protection software
TECHNOLOGY
Op risk loss exercise gets good response ahead of QIS 3
FRONT PAGE NEWS
A need for preparation
IAS 39
Singapore rethinks hedge fund rules
New angles
The fast lane
Comment
Isda in Japan documentation change
New angles
The balance of power
Prime brokerage
One of the few
Profile
Paths to deregulation
Energy
BNP Paribas cancels Asian CLO
New angles
ELIs off to a slow start
New angles
A demand for yield
Comment
Gearing up for OTC
South Korea
Risk systems take a back seat
Systems
Credit structures abound
New angles
Foraging for returns
Structured products
Slowly but surely
India
High-frequency trading: how great is the need for speed?
Just how important is speed? Risk managers and traders are weighing the value of high-frequency market data and trading technologies against their costs. Gallagher Polyn examines the debate over using high-frequency data in risk models, and profiles one…