Structured products
Lifetime achievement award – Robert Merton
The Risk Awards 2003
Pounding the pavement
Profile
Buy-side risk manager of the year - Barclays Global Investors
The Risk Awards 2003
Not all bad news
Comment
Derivatives exchange of the year – Eurex
The Risk Awards 2003
Risk manager of the year – Mark Ritter, UBS Warburg
The Risk Awards 2003
Equity derivatives research house of the year – Deutsche Bank
The Risk Awards 2003
Job moves
People
What lies beneath?
Credit derivatives
JP Morgan puts Heat on hedges
New angles
Technology briefs
Systems
Defining forex option value
Options pricing
RiskNews review
The leading stories from RiskNews
Software survey 2003
Survey
The role of correlation
Risk analysis
Pension funds diversify
New angles
Real problems
The Risk Awards 2003
Enterprise-wide risk management: Knitting together bank risks
Thanks to recent events, bank risk managers are placing more emphasis on integrating counterparty and credit risk into other portions of their enterprise-wide risk management systems.
Reuters readies for swaps broking foray
UK electronic information and dealing systems provider, Reuters, appears to be positioning itself for a foray into the electronic broking of interest rate swaps. The company has reached an agreement in principle to take control of the rate swaps platform…
Credit and credibility
Credit risk modellers have made giant strides, but they still have to convince regulators that they can make the world a safer place.
ORX database expected early next year
LONDON - The operational risk loss database run by the Operational Riskdata eXchange Association (ORX), a consortium formed by 12 international banks to pool their op risk data confidentially, is expected to begin operating around the start of February,…
Hong Kong’s PCI sees opportunities in US, Europe synthetic CDOs
Hong Kong-based PCI Investment Management, which recently closed a $500 million Asian managed synthetic collateralised debt obligation (CDO), is in no hurry to market another synthetic CDO, but managing director Herman Fung reckons that there could be…