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Market risk

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.

Op risk modelling evolves

Operational risk is devilishly difficult to model, but dealers and software vendors are making headway. Automated op risk reporting, profiling and sophisticated operational value-at-risk (VAR) modelling are finally beginning to catch-on in banks.

Software survey 2002 |

Some online risk management products failed to live up to expectations last year, but software vendors forge ahead, developing products that support fast-growing markets such as credit derivatives and CDOs, and tools to help banks meet Basel II…

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