Risk magazine - Volume18/No2
Articles in this issue
Spiders finally trap options
new angles
The top stories from RiskNews
Feature
The FSA’s quest for respect
Regulation
The value of VAR
IAS 39
Job moves
People
Balancing currency and credit risk
Contingency swaps
Dynamic benchmarks
Risk analysis
Designs for opportunity
The risk architect
Accounting road-block
Comment
Innovation and integration
Profile
Energy and commodities
Introduction
Rankings
Rankings
Unafraid of the edge
Fund profiles
Hedge funds drive activity
Energy rankings
HSBC maintains metals dominance
Commodities
The kicker in commodities
Retail
Jumps as components in the pricing of credit and equity products
The equity and credit markets have become increasingly integrated over recent years. This has increased the need for models and tools that allow traders to hedge their risk simultaneously in the two markets. Here, Daniel Bloch presents an approach that…
Understanding variations in the risk of multi-strategy portfolios
Investors spend a great deal of time and effort setting a thoughtful risk budget for their portfolio,only to see all too frequently that the targeted risk will be missed by a wide margin when theinvestment process gets started. In this article, Gang…
