Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Paper of the Year: Hidden Markov Regimes in Operational Loss Data: Application to the Recent Financial Crisis
Research builds on earlier work to integrate business cycles into op risk models
Asset Manager of the Year: Aviva Investors
Two-year project to embed risk appetite into the heart of Aviva’s operations
Energy Risk Awards 2018: The winners
BNP Paribas picks up three awards, while Macquarie takes the gong for derivatives house of the year
Top 10 op risks 2018: organisational change
Banks fear pace of technological change will leave them exposed; others worry they could be superseded altogether
Top 10 op risks 2018: outsourcing
GDPR tipped to spark rise in disputes with third-party vendors
Top 10 op risks 2018: talent risk
Fears over dearth of talent across tech and risk management
Top 10 op risks 2018: regulatory risk
Fed’s cease-and-desist order against Wells Fargo spooks market
Top 10 op risks 2018: theft and fraud
Cyber theft fears widespread, but old-fashioned frauds dominate losses
Top 10 op risks 2018: unauthorised trading
Banks say threat from rogue algos outstrips that of human traders
Top 10 op risks 2018: mis-selling
Speculation rife among survey participants over ‘the next PPI’
Top 10 op risks 2018: model risk
Model risk re-enters top 10 amid avalanche of validation regulations
Top 10 op risks 2018: data compromise
Banks fearful of data breach missteps as GDPR looms
Top 10 op risks 2018: IT disruption
Fear of disabling cyber attack trumps risk of data theft
Vote now in the Energy Risk software rankings 2018
Make sure your vote is counted in Energy Risk's annual ETRM software survey and rankings
Review of 2017: All sorts of volatility, bar one
Markets were oddly calm this year, while everything else was in motion
People moves: Deutsche Börse appoints UniCredit banker as new CEO
New fixed-income head at Mizuho; trueEX hires CTO; Deutsche fills ETF role; and more
Asset manager of the year, risk management: Legal & General Investment Management
Risk Awards 2018: LGIM led on inflation e-trading, margin rules prep
People: Shell’s Quartermain replaces Muller
Other moves at Morgan Stanley, Gunvor, Macquarie and others
Risk Awards 2018: The winners
Morgan Stanley takes top derivatives prize; lifetime award for Xavier Rolet; Citi lands risk management award
Bank risk manager of the year: Citi
Risk Awards 2018: How US bank helped Nigeria's lenders through a dollar funding crisis
OTC infrastructure service of the year: Droit Financial Technologies
Risk Awards 2018: Mifid II prompts firm to expand coverage, becoming “default provider”
Technology vendor of the year: Moody's Analytics
Risk Awards 2018: Stress-testing and scenario prowess is helping firms profit from ‘what-if?’ questions
Credit derivatives house of the year: Goldman Sachs
Risk Awards 2018: US bank’s credit re-organisation opened door to wider client base, new products and some jumbo trades
OTC trading platform of the year: Tradeweb
Risk Awards 2018: Rates market roots have helped platform rival Bloomberg in swaps