Research
Asia Risk commodity derivatives rankings 2010
Goldman takes the commodity derivatives crown
Investable indexes: March 2010 returns
The March 2010 returns for investable indexes, including Credit Suisse/Tremont Hedge Fund Index, Dow Jones Investable Indexes, Frontier Capital Multi Asset Platform Fund versus the indexes, Hedge Fund Research Indexes and Lyxor Alternative Index.
Latest hedge fund and fund of hedge fund launches
The latest listing of hedge fund, fund of hedge funds and structured products.
Cutting Edge: Measuring the risk of Financial Transmission Rights
In this month’s article, Ning Zhang proposes a semi-parametric approach to calculate the risk of FTRs/TCCs portfolios whose risk is hard to capture by using standard VaR methods. The major specialties of FTRs/TCCs – such as non-normality and seasonality …
Natural selection -- Software rankings
This year’s OR&R software survey shows that not only is operational risk management expanding way beyond its initial remit, but governance, risk and compliance is also establishing itself as a firm favourite among those looking to weather recent market…
Fourth annual compliance software survey launched
Operational Risk & Regulation launches its fourth annual compliance software survey
Latest hedge fund and fund of hedge fund launches
April 2010 launched
Investable indexes: February 2010 returns
The February 2010 returns for investable indexes, including Credit Suisse/Tremont Hedge Fund Index, Dow Jones Investable Indexes, Frontier Capital Multi Asset Platform Fund versus the indexes, Hedge Fund Research Indexes and Lyxor Alternative Index.
What does VAR mean in 2010?
Value-at-risk figures fell across the industry in 2009, while exceptions dropped significantly from levels in 2007 and 2008. But discussion over what VAR figures actually show and how the numbers are interpreted by senior management continues. By…
Risk corporate survey 2010
Price is still the most important factor for corporates when choosing which dealer to trade with. However, a wide divergence in pricing among banks means transparency is now a key issue. By Matt Cameron, with additional research by Alexander Campbell,…
Risk Espana rankings 2010
Changing of the guard
Investable indexes: January returns
The January 2010 returns for investable indexes, including Credit Suisse/Tremont Hedge Fund Index, Dow Jones Investable Indexes, Frontier Capital Multi Asset Platform Fund versus the indexes, Greenwich Investable Indexes, Hedge Fund Research Indexes and…
Latest hedge fund and fund of hedge fund launches
March 2010 launched
Commodity rankings 2010: Energy
The 2010 Risk/Energy Risk commodity rankings reveal which companies have been able to prosper despite the difficult conditions of 2009. Lianna Brinded analyses the results and talks to key market participants about their views
Commodity rankings 2010: Metals
HSBC topped the precious metals categories of this year’s commodity rankings, swapping places with runner-up and last year’s winner UBS in a gold-dominated 12 months. Société Générale maintained its dominance in base metals, while Goldman Sachs climbed…
Latest hedge fund and fund of hedge fund launches
The latest listing of hedge fund, fund of hedge funds and structured products from Hedge Funds Review.
Latest hedge fund and fund of hedge fund launches
The latest listing of hedge fund, fund of hedge funds and structured products from Hedge Funds Review.
Investable indexes: November returns
The November returns for investable indexes, including Credit Suisse/Tremont Hedge Fund Index, Dow Jones Investable Indexes, Frontier Capital Multi Asset Platform Fund versus the indexes, Greenwich Investable Indexes, Hedge Fund Research Indexes and…
Asia Risk interdealer survey 2009: Brokers
Interdealer brokers showed their mettle during the worst periods of the financial crisis, but have subsequently been rewarded by thin margins and low volumes across asset classes in the past six months.
Asia Risk interdealer survey 2009: Dealers
The over-the-counter interdealer derivatives market effectively broke at the height of the financial crisis meaning the ability of dealers to lay off their risks became severely restrained. While the market has recovered, its future direction and…
Investable indexes October returns
The October returns for investable indexes, including Credit Suisse/Tremont Hedge Fund Index, Dow Jones Investable Indexes, Frontier Capital Multi Asset Platform Fund versus the indexes, Greenwich Investable Indexes, Hedge Fund Research Indexes and Lyxor…