Market risk
Credit funds seek flexibility and sustainability from IT solutions
Innovative software solutions for credit strategies are a challenge. IT companies offer a plethora of solutions for an environment that lacks standardisation and needs a high degree of automation. Jamie Wynn-Williams reports
Vicious circles
Risk Management
State of the nation
REGULATORY NEWS
On the cost of regulation under Solvency II
Technical papers
Was könnte besser sein?
Value-at-Risk
Tails of the unexpected
Credit Models
Der Kampf der Ratings
Zertifikate
The best scenario
Technology
Valid Assumptions Required: delta-normal VaR
A delta-normal value-at-risk is one of the basic tools of risk management. Brett Humphreys discusses the assumptions associated with this calculation.
Pure persistence is the best performance tool
Last in the series by Walter Gehin of Edhec
In cerca di un miglioramento
Value at risk
The Noble art of managing risk
Special Report: Corporate profile
Looking forward to back testing
With increasing challenges to measure value-at-risk and meet high regulatory requirements, the focus has turned to back testing as a way of assuring models' adequacy. Carsten S Wehn proposes a new regime of back testing, combining state-of-the-art…
Valid Assumptions Required: calculating correlations
Correlation measures are major drivers of value-at-risk. Brett Humphreys and Eric Raleigh review assumptions associated with calculating correlation.
The replication game
Technology
Commodities offer alpha win
commodities
How to survive in a crisis in four easy steps
data security
Living with volatility
Variable annuities
Moment of truth
Regulator Q&A