Risk magazine - Volume22/No4

Drastic times

There is a growing consensus that large, global banking groups pose a threat to financial stability. Some have suggested large financial services groups be split up to focus on traditional markets and banking business - but is this the answer? By Duncan…

Urgency and uncertainty

The Basel Committee published further clarification on its proposal for a new incremental risk charge in January. What challenges does this pose from a systems perspective, and how are banks and technology vendors responding? By Clive Davidson

The big picture

Regulators are looking at how best to improve the measuring of risk, but Peter Schild argues the industry should focus on improving governance practices and be considering people and processes across the entire enterprise

Second-order uncertainty

The financial crisis has drummed home the dangers of basing analysis on unreliable data. Despite its amorphous character, risk managers must begin to increase their focus on second-order uncertainty, argues David Rowe

Accelerated ensemble Monte Carlo simulation

Traditional vanilla methods of Monte Carlo simulation can be extremely time-consuming if accurate estimation of the loss distribution is required. Kevin Thompson and Alistair McLeod show that the ensemble Monte Carlo method, introduced here,…

Structural shifts

The volume of structured products has declined dramatically over the past 12 months. With equity prices collapsing, some of those that are still investing are focusing on capital-guaranteed, income-generating structures. But do these products represent…

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