Risk magazine
ICE promotes sales and marketing staff
IntercontinetalExchange (ICE), which has bought London's International Petroleum Exchange, has promoted a number of its sales and marketing staff to manage the growth in business during the past 10 months, the company said.
RMS upgrades Hawaii hurricane model
Risk Management Solutions (RMS), the California-based provider of natural hazard risk modelling, has released an upgraded Hawaii Hurricane model that offers improved risk assessment capabilities to insurers re-entering the Hawaiian market for hurricane…
Investec extends Front system to FX
Investec has extended its use of Front Capital Systems' Front Arena to support its global FX trading.
VAR: who contributes and how much?
Portfolio risk management
Changing history
Equity risk management
How dependent are defaults?
Credit portfolio management
Plugging into electricity
Commodities
Factoring in volume risk
Corporate risk management
Taking to the saddle
Credit portfolio modelling
Reconciling ratings
Basel II
Regulatory capital volatility
Basel II
Weighting for risk
Basel II
IRBapproach explained
Basel II
Hedging electoral risk
New markets
Modelling default correlation
Credit risk
The relativity of volatility
Stress testing
Forward CMS rate adjustment
Constant maturity products
Hedge your Monte Carlo
Option pricing
Jumping in line
Emmanuel Acar and Bapi Maitra
Price and probability
Credit derivatives
A fair value for the skew
Implied volatility
The essentials of the LMM
Interest rates
Forward thinking
Forward simulation
The taming of the skew
Implied volatility