Market risk
Hedge funds' dynamic exposures to risk factors
academic paper
Uncle Sam is watching You
litigation
Luxembourg lays down the law but listens to the launch pad
special report: luxembourg
Valid Assumptions Required: aggregation
In the first article of this series, in which Brett Humphreys questions some of the assumptions and decisions that go into the calculation of value-at-risk, he focuses on portfolio aggregation.
Limits on far VAR
Hedge Fund Perspective
Banks get stressed
Stress Testing
Regulatory arbitrage: back to basics
Risk analysis
Fundamental issues in op risk management
Misconceptions about certain key concepts are causing confusion throughout the industry. By Ali Samad-Khan, Armin Rheinbay and Stephane Le Blevec
All eyes on the Fed in developing Asia
asia ex-japan
The CPPI conundrum
Long-dated options
Beyond value-at-risk
Comment
Beyond Black-Litterman: views on non-normal markets
In normally distributed markets, the Black-Litterman technique allows managers to construct portfolios that account for their views on a set of expected returns. Attilio Meucci extends the Black-Litterman framework to generic market distributions and…
Inflows from the mainstream
cayman islands roundtable: boutiques and the mainstream
Leverage, liquidity and concentration: the key aspects of hedge fund risk
funds of hedge funds risk management
Building pessimised scenarios
Risk analysis
The fine art of spotting and measuring hedge fund risk
academic paper
Capital modelling: Correlations in ESGs
Hoping to gain a competitive edge, leading life companies are demanding more control of their capital calculations, but can their ESG suppliers keep up with the demand?
Harvesting potential
Profile: Hedge funds
Harvesting potential
Profile: Hedge funds
Filling the ratings void
Unlike bond investors, structured products investors lack the benefit of industry-standard risk ratings. But with investors, IFAs and distributors all demanding change, Germany's investment banking industry, analytic firms and ratings agencies across…
The future of prime broking
service provision: the future of prime broking
Correlations in ESGs
Capital modelling
Whither stress testing?
Risk analysis