Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Oiling the wheels
Profile
A brave new world
Structured Products Asia 2008
Safe as houses?
China
Remodelling required?
Economic capital
Aging tigers
Pensions
South Korean banks set up database to curb use of currency derivatives
New financial services law to enhance investor protection
Catching the wave
Special Report - Volatility products
Ripe for overwriting
Special Report - Options
Hedge funds harness volatility in turbulent markets
Trading volatility can help hedge funds to diversify their portfolios and generate alpha in a challenging market. Kris Devasabai and Stephen Quigley report on the strategies employed by volatility traders and its emergence as an asset class
ABL strategy rocked by US fraud case may mean greater demand for due diligence
One of the better-performing strategies this year has been asset-backed lending. In the US an investigation into alleged fraud that has severely impacted some hedge funds using the strategy has knocked investor confidence. Stephen Quigley talks with…
Eurex Clearing OTC Trade facilities
Corporate statement
CS indicative market data
Data by Credit Suisse
Interpreting the current volatility regime
Corporate statement
Derivatives open the door to property arbitrage
Corporate statement
Investors' interest intensifies in hedge funds as countries compete for business
With vast sums looking for attractive investment opportunities, the Middle East is ripe for hedge fund development. While there are significant challenges still to overcome, liberalisation and the development of viable financial service centres are…
Hedge fund industry looks set to grow as Benelux improves regulations and laws
While the Benelux union of Belgium, the Netherlands and Luxembourg does not offer a common solution for hedge fund marketing or establishment, there are opportunities to attract investment to funds and expand the industry. Jamie Wynn-Williams reports
CTAs find a profitable course in risky waters
CTA/managed futures funds have been the top performers in the hedge fund world this year. US Editor Kris Devasabai and reporters Stephen Quigley and Jamie Wynn-Williams analyse the risks facing the funds and investors in a volatile market