Risk magazine
Hedge fund of the year: Brevan Howard Asset Management
Risk awards 2012
Corporate risk manager of the year: Rolls-Royce
Risk awards 2012
Sovereign risk manager of the year: Dutch State Treasury Agency
Risk awards 2012
Insurance risk manager of the year: RSA
Risk awards 2012
Exchange of the year: NYSE Liffe US
Risk awards 2012
Clearing house of the year: LCH.Clearnet
Risk awards 2012
Derivatives law firm of the year: Allen & Overy
Risk awards 2012
Risk management technology product of the year: Quantifi
Risk awards 2012
National interests threaten reform agenda
The health of nations
Basel 2.5: US ratings workaround too punitive, banks complain
Basel 2.5: US ratings workaround too punitive, banks complain
People: Luc François leaves Morgan Stanley
Luc François leaves Morgan Stanley
How the CCP location debate helped split the EU
Location, location, location
Standard CSA: the dollar dominance dispute
The dollar dominance dispute
Basel 2.5 prompts flurry of asset sales and risk transfer deals
The profits of imbalance
2012: another year of living dangerously
2012: another year of living dangerously
Cutting Edge introduction: requiem for a probabilist
Requiem for a probabilist
FIA appoints new president
Walter Lukken, chief executive of pioneering clearing house NYPC - and former CFTC commissioner - replaces John Damgard, FIA head of 30 years
Deutsche and FRM launch hedge fund managed account seeding platform
Deutsche Bank believes the platform will help mitigate early-stage investment risk
Contingent capital solutions mooted for CCPs
Default insurance has been explored by at least one clearing house, but capital markets solutions may be a better way to supplement existing safeguards, say some participants
Markets braced for tough 2012 in FX
Market participants share their expectations for a challenging year ahead in the foreign exchange industry
Dealers call for ECB to buy inflation bonds as Italy faces exit from key index
Further downgrades for Italy would cause its inflation-linked bonds to drop out of a Barclays Capital index, prompting mass selling by fund managers, dealers fear
Perturbed Gaussian copula: introducing the skew effect in co-dependence
Perturbed Gaussian copula: introducing the skew effect in co-dependence
Being particular about calibration
Following previous work on the calibration of multi-factor local stochastic volatility models to market smiles, Julien Guyon and Pierre Henry-Labordère show how to calibrate exactly any such model. Their approach, based on McKean’s particle method,…