Risk management
Pondering structural change
Alternative investing systems
Value and growth in a global context
Portfolio risk
Dry market in need of liquidity
Weather-linked notes
Var too far
The energy industry has shown tremendous commitment to value-at-risk (Var) methodologies. But use of Var has been misguided, as James Ockenden discovers
Keeping an eye on the long-term
Brett Humphreys discusses the problems with standard credit risk limits and proposes limits that may work better
The power of the CDS
Credit default swaps
Buying and selling risk
Risk budgeting
Exploiting neutrality
Hedge fund profile
Buying in, not selling out
Career changes
UK allows for Basel II delays in risk-based rules for financial services
LONDON - UK regulators said in late July they would implement their plans for uniform, risk-based rules for UK-based banks, insurance companies and securities firms in several stages, instead of one or two, following delays to the Basel II bank accord.
What’s the worst that could happen?
Brett Humphreys discusses how using a standard credit value-at-risk measure may be misleading for credit risk decisions
Using Bayesian networks to predict op risk
By combining qualitative and quantitative data, Bayesian networks offer the perfect solution to the compelling need for an integrated approach to operational risk management, say Martin Neil and Ed Tranham.
The value of volatility
Brett Humphreys and Tim Essaye seek out the best method for calculating volatility by comparing different measures, and find that complex approaches aren’t necessarily the best ones to use
Macro finance: the bigger picture
Country risk
Taking a new career track
CDO managers
The roads to currency overlay
Forex risk
Integrating market correlation into risk-adjusted return
Hedge fund investing
Making the connection
Front-office systems
Examining market influence on credit risk
Currency correlations
A cure for Enron flu
Brett Humphreys discusses recent events in the energy sector and the role risk managers can play in improving the industry
Breaking through basket credit default swaps pricing
Sponsor’s statement
Corporate focus on credit risk management
Sponsor’s statement