Risk magazine - Volume 25/ Number 8
Articles in this issue
Credit Suisse: Algorithmic gymnastics
Algorithmic gymnastics
How to mend the Libor process
How to mend the Libor process
Technology: Cloud on the horizon?
Cloud on the horizon?
Q&A: Christian Clausen on bank capital, systemic risk buffers and bail-in debt
Hitting the buffers
Acclaimed new TriOptima service may not have a future
In the balance?
People: Three axed over JP Morgan trading losses
CIO traders leave JP Morgan - the bank also creates new division, reshuffling top management; Deutsche hires Houari from Barclays; deputy fixed-income head leaves Nomura; new hedge fund hires top quant; Citi boost credit sales and trading
UK banks face up to SME swap misselling claims
Sales of the unexpected
Cutting Edge introduction: Followers of fashion
Focusing on how often a trading strategy ends on the winning side can distract from the question of whether it profits on average. The key is in the return distribution’s skew – and at least for trend-following strategies this can be directly controlled…
