Opinion/Risk management

Back to Basics

We take you back to the credit basics to review everything you thought you already knew but were too afraid to ask ... Mark Beeston, president of trade affirmation platform T-Zero, looks at novations

Does Basel II add up?

Are there inconsistencies in the standardised and advanced measurement approaches of the Basel II regulatory framework? Andreas Jobst considers the evidence

What's happening at JP Morgan Chase?

Recently, many have come forward to ask me what is going on within JP Morgan Chase's risk management division. Over the past year, a number of people have left the operational risk team, both at the corporate and business unit levels. Risk executives in…

Time to shine

In the wake of the subprime crisis and resulting global credit crunch, operational risk practitioners must seize the opportunity to prove the value of their discipline, says Ellen Davis

No silver bullet

The emergence of contingent credit default swaps has presented banks with a new way to manage their counterparty credit exposures. However, they have important limitations, argues David Rowe

Talking Point - Risk repricing

Does the recent slump in bond issuance, combined with a slowdown in LBO financing, signal a period of indigestion or the beginning of a repricing of risk? (NB views received by August 17)

The bear essentials

The recent subprime-related volatility has been an eye-opening - not to say eye-watering - experience for many. Now the foundations have been laid for a bear market come 2008

Subprime crisis shows why firms need ORM

It's hard to not be a bit worried by the subprime crisis and the spin-off events that have cascaded through the financial markets over the past few weeks. And it is ironic that the crisis kicked off in the US, where regulators have made such an unholy…

Lagging risk management

The rate of growth in the complexity of new derivatives products is causing a worrisome lag in risk management's ability to keep pace. As credit derivatives markets endure a period of stress, this lag could have serious consequences, argues David Rowe

Is it really alpha?

Hedge funds often characterise their mission as the pursuit of pure alpha. A growing body of research, however, argues that a significant proportion of observed hedge fund returns are really alternative beta. David Rowe considers the implications for the…

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