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Reaping integration rewards

In the October issue of Risk, Clive Davidson discussed the integration of ALM and ERM technology. Here, in a second article, he profiles the firms that have tackled this project and reviews the challenges, advantages and pitfalls of the integration…

Job moves

QUOTE OF THE MONTH “I believe that of all large German banks Commerzbank has the best risk management system” Wolfgang Hartmann, chief risk officer at Commerzbank Source: Risk, November

Fuelling doubts

Violence and uncertainty in the Middle East have caused energy market volatility to soar, testing the mettle of even the most sophisticated corporate hedgers. Will it prove to be the last straw for the world’s ailing airlines? Navroz Patel reports

RiskNews review

October’s leading stories from RiskNews. Breaking news on derivatives and risk management, see RiskNews – www.RiskNews.net

Banding together for SME credit risk analytics

Germany’s banking associations are taking a leading role in getting the country’s fragmented banking sector ready to comply with the Basel II capital Accord. Germany’s savings banks association, in particular, says it has internal ratings-based systems…

The beta-blocker

Doug Dachille, chief operating officer at Zurich Capital Markets and formerly global head of proprietary trading at JP Morgan, believes the economic downturn has finally crystallised investor attention on beta. Christopher Jeffery reports

Basel II and pro-cyclicality

The main argument for making regulatory capital requirements more risk-sensitive is to improve allocational efficiency. But this may lead to intensified business cycles if regulators fail to take measures to prevent such an impact. In this first column…

BarCap lures Aguais from Algorithmics

Barclays Capital, the investment banking division of Barclays Bank, has lured Scott Aguais from enterprise risk management vendor Algorithmics, to work as its new head of credit risk methodology in London.

DBS pair scoop Asia Risk risk manager of the year award

Two risk managers at the Development Bank of Singapore (DBS) have picked up Asia Risk’s first risk manager of the year award. Oon Kum Loon, who was head of group risk management at the bank until July, and is now chief financial officer, shared the award…

Samsung Securities poaches Goldman specialist Choi

Korea’s Samsung Securities has poached Alex Choi from Goldman Sachs to head its newly established capital markets division in Seoul. Choi was previously executive director for liabilities management at Goldman Sachs in Hong Kong.

Schachter quits Caxton for Sac Capital Advisors

Barry Schachter, a prominent name in the financial engineering industry, has left his position as head of enterprise-wide risk management at hedge fund Caxton Corporation to work for rival Sac Capital Advisors.

Credit Agricole in risk and derivatives hiring spree

French bank Credit Agricole Indosuez has added a number of hires to its fixed-income and risk groups, following the restructuring of its fixed-income department in early September. Marc Romano and Vincent Fleury join the French bank as co-heads of its…

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