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Market risk

Nine billion ways to be snowed

Emanuel Derman separates real tools from passing trends in the risk management vocabulary. This article is adapted from his talk on Future Innovations in Risk Management, presented at the April Risk 2002 Conference in Paris

Testing assumptions

In calculating value-at-risk forecasts for trading portfolios, distributional assumptions are asimportant as the choice of risk factors, but it is not easy to determine the source of errorwhen rejected forecasts occur. Here, Jeremy Berkowitz develops a…

Safety first

After a turbulent 1998, Swiss-based Signet Research & Advisory has undergone a radical risk assessment of its fund of hedge funds

Honour your contribution

What is the best method for determining the risk contribution of a component in a portfolio? An exploration of the pros and cons of three important methods, showing that none dominates the others.

Servicing the e-industry

Investing in IT infrastructure development is essential in today’s often fractured environment of rival software languages and specific trading needs. Clive Davidson discovers what is on offer to bring these disparate elements together

Hedge fund risk and VAR uncertainty

External transparency of the risk of hedge funds continues to be a difficult issue. But even internally, traditional risk measures can fail to portray the full implication of highly leveraged positions. David Rowe argues that the parameter sensitivity of…

Awake at the wheel

While the markets worried that Dynegy could follow Enron into the abyss, Glenn Labhart’s risk management team helped to keep the trading firm out of trouble.

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