Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Alternative asset investments by endowments and foundations widely differ
Endowment Foundation
Wide range of opinions on benefits of investing in listed hedge funds
Investing in Listed Funds
Breaking down
Correlation
How secure are ratings?
Basel II
Valuing hard-to-value assets
In this Class Notes article, Charles Smithson considers some of the lessons learned from the recent credit crisis. In particular, he reflects on the difficulties faced by many institutions in valuing illiquid structured finance instruments, and makes…
A balancing act
Off-Balance-Sheet Vehicles
Don't follow the herd
Quant funds
Towards T+0 reconciliation
The Counterparty Risk Management Policy Group's third major policy statement appeared in early August - and it presents surprisingly radical demands, says David Rowe
Coming to the crunch
Risk Interdealer Rankings 2008
Expect the unexpected
Stress testing
Spain reigns
BBVA's chief risk officer, José Sevilla Alverez , talks to Rob Davies
Wary of the IRC
Basel II