Market risk
Overcoming emerging market risk in Asia’s energy markets
Energising the future
Sponsored statement: OpenLink
Hard markets for softs? The case for holistic risk management in agricultural commodity markets
Back to the drawing board for trading book rules
Throwing the book
Fixing UBS’s risk management problems
Lofts' conversion
Kempen property basket includes new risk measure
Dutch bank Kempen and Co's property product includes a risk indicator so that risk averse investors know exactly what type of risk they are taking on
EU rules changes may cause power market liquidity risk
Power market risk managers face a new set of liquidity and market risks if the European Union (EU) enforces proposed regulation changes, says RWE chief
Industry expresses concern over timing of Basel trading book review
Plans to overhaul the Basel trading book in 2011 have raised concerns about implementation targets
Adding value through risk management
Ahmed Adam, senior consultant, market and liquidity risk management, at Thomson Reuters, speaks about the challenges facing the risk management function today
State Street advises institutional investors to move away from modern portfolio theory
New report suggests investors should move away from using normal return distributions under modern portfolio theory
Credit trends prompt energy data management rethink
A new awareness of the importance of monitoring credit risk alongside market risk has prompted a need for better risk aggregation within energy companies, according to experts
Seven banks fail Cebs stress tests
Institutions in Germany, Spain and Greece would be unable to maintain capital levels under “adverse scenarios”
Basel II and Basel III: Top articles from Risk.net
The ink was hardly dry on Basel II when the international financial crisis saw that agreement being ripped up and recreated as Basel III.
Basel Committee adjusts market risk framework
A formal 8% floor is set for correlation trading capital charge following analysis of QIS results.
When market and credit risk collide
The financial crisis highlighted that interactions between market risk and credit risk could expose banks to greater risks than had been assumed. Banks are responding by altering their structure and the models they use – but it is by no means an easy…
Banks run eurozone crisis scenarios as Greece founders
With markets anticipating a Greek debt restructuring, bank traders and risk managers are preparing for a wider crisis that could drag in northern European countries, tip the euro into a tailspin or even threaten the eurozone’s integrity.
What does VAR mean in 2010?
Value-at-risk figures fell across the industry in 2009, while exceptions dropped significantly from levels in 2007 and 2008. But discussion over what VAR figures actually show and how the numbers are interpreted by senior management continues. By…
Credit risk: The early warning signs
While more bullish analysts may be forecasting a return to growth for global economies, the threat of corporate bankruptcies remains elevated. Julia-Victoria Dück, Oliver Rambock and Christopher Hansert suggest a method for spotting the early warning…
Active risk control
Richard Bibb explores the pitfalls of value-at-risk statistics and explains how they can be interpreted and incorporated into a meaningful risk management strategy
