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Risk magazine

Required reading

Over the past year, we have witnessed a unique experiment in what makes financial risk management effective. A succinct supervisory summary of what we have learned should be required reading for all interested parties, argues David Rowe

Sunk by correlation

Equity derivatives dealers faced a grim picture across global markets earlier this year, with steep rises in correlation and volatility together with a slump in dividend expectations decimating exotic books. How have dealers responded? By Mark Pengelly

Risk reallocation

The originate-and-distribute model offered a means for banks to offload credit risk from their balance sheets and distribute it to investors. But Andrew Haldane and Lewis Webber of the Bank of England argue this risk was often passed on to those least…

Bankers' incentives blamed for crisis

In the wake of the credit crisis, senior bankers and regulators are considering changes to incentive programmes, which might have encouraged traders to make short-term bets without considering long-term risks.

Fitch pulls coverage of monolines

New York credit rating agency Fitch Ratings has withdrawn coverage of the troubled monoline insurers Ambac and MBIA after they refused to continue co-operating with its analysts.

BIS chief executive will quit in September

Malcolm Knight, general manager and chief executive of the Bank for International Settlements (BIS), will step down at the end of September, ahead of his planned departure in June 2009.

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