Risk management
Asset managers run for cover
Enterprise-level risk
Reading the signals
Forex modelling
Knowing your limits
Value-at-risk limits are widely used risk management instruments. But issues over the allocation of Var limits remain, says Brett Humphreys
Risk Awards dinner raises $160,000 for WTC appeal fund
Risk magazine’s Awards dinner raised more than $160,000, according to the initial count, for Risk magazine’s World Trade Center appeal fund. The dinner, held last night in the Regent Hotel, Wall Street, featured the presentation of the annual Risk Awards…
A hedge by any other name
It is one of the most commonly used phrases in risk management parlance, but what exactly is meant by the term ‘hedge’? Here we propose a new definition. By Brett Humphreys
Deutsches data duel
Statistical analysis of competing meteorological data from two different sources in Germany might lead to disparate views of weather risk management. By Bob Dischel
Poor relations
Here EPRM outlines an approach for sorting out common problems relating to calculating correlation measures in value-at-risk. By Brett Humphreys
Banks face challenge assessing benefits of Basel II op risk approaches, says Andersen
Calculating the benefit for banks of adopting the more complex methods of arriving at an operational risk capital charge is very challenging because of uncertainties over the factors involved.
Five reasons why regulators should approve the loss-distribution approach
The Basel Committee shied away from the most risk-sensitive way of calculating an op risk charge, says Michael Haubenstock. He argues for a green light.
Uncertain volatility
Market risk
Merrill Lynch Sets Up Global Risk Service
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