Risk management
Reporting: a better performance measure
Data monitoring
The hedge fund index quagmire
Indexes
Take the index high road
Portfolio management
Wealthy Europe gears up with hedge fund exposure
Wealth management
Crunch time for prime brokers
Germany
Dealing with hedge fund risk
Contents
Getting it together
Data consolidation is now a vital foundation to any successful risk management implementation, as Dave Rose and Stuart Cook of The Structure Group report
Farms weather power shortages
Farmers in both hemispheres are struggling to cope with heat waves and droughts while pondering the prospect of future power supply disruptions, finds Maria Kielmas
Scrutiny of the bounty
Introduction
A true test for value-at-risk
The three classic approaches for measuring portfolio value-at-risk do not compare like with like, argues Richard Sage. Here he presents a test portfolio to highlight the differences between calculation methods
Deciphering drawdown
Risk measurement
Flushing out the fraudsters
Hedge fund fraud
Energising returns
Energy trading
Hedge fund tricks or treats?
Trading practices
The dilemmas of risk disclosure
Disclosure
How to be top of the class
Brett Humphreys discusses the attributes that combine to create a best-in-class market risk management division within an energy company
A secure base
Long praised as pioneers in the energy derivatives space, US energy firms are now looking to make their overall risk management practices more robust. And, as Paul Lyon discovers, these companies have several innovations up their sleeves, such as…
The trouble with normalisation
Weather derivatives practitioners say normalisation agreements between regulators and utilities in the US are posing a threat to their industry. Kevin Foster investigates
Lessons in loaning
Lenders and borrowers alike are becoming ever more innovative at a worrying time for energy company financing. But will the new ideas catch on? Paul Lyon reports
Operational risk: a practitioner's view
The Basel Committee on Banking Supervision ("the Committee") released aconsultative document that included a regulatory capital charge for operationalrisk. Since the release of the document, the complexity of the concept of "operationalrisk" has led to…
A fast-evolving world
Introduction