Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Power plant Greeks
The computation of the price sensitivities - otherwise known as the Greeks - of a power plant is essential for proper hedging and risk management. However, due to the complexity and difficulty involved in the modelling of generation characteristics and…
CFTC steps up speculator scrutiny
The CFTC is to re-examine the role of speculators as it considers imposing federal position limits on futures trading in energy contracts. Pauline McCallion reports
LME freight screen proposals make waves
Plans by the London Metal Exchange (LME) to launch an exchange for forward freight agreements (FFAs) have caused a stir, reports Katie Holliday
Fast Monte Carlo Bermudan Greeks
Cutting Edge - Interest Rates
AA for effort
Profile
Banker bonuses back in the headlines
Editor's blog
The future of systemic risk supervision
Editor's blog
Walker Review ruffles feathers in the City
Editor's blog
CDS: Spreads tighten on positive earnings news
Credit default swap 5-year mid-levels for structured products issuers (July 15)
CDS: Widens on California's deficit, US earnings fears
Credit default swap 5-year mid-levels for structured products issuers (July 13)
CDS: Spreads narrow slightly; US earnings eyed
Credit default swap 5-year mid-levels for structured products issuers (July 10)