Environment-Renewables
Tyco: pulling itself together
Credit of the month
Other alternatives to VAR
Risk measurement
Banks branch out
Corporate treasury
To slash errors, give the sales trader STP capabilities
TECHNOLOGY COMMENT
Self-assessments for scorecards
Operational risk
The Risk 2003 commodity and energy derivatives rankings
2003 Commodity & Energy Rankings
Flow business booms
Credit derivatives survey
A localised flood
Weather derivatives
Software survey 2003
Credit technology hogged the spotlight in 2002, as the spectacular collapse of a host of corporate giants combined with movement on the Basel II Accord focused everyone's attention on this class of exposures.
Japanese synthetic CDO market to see continued growth
Japan’s synthetic collateralised debt obligation (CDO) market is likely to continue to boom in 2003, according to a report published this week by credit rating agency Moody’s Investors Service.
S&P exits data business with sale of ComStock to Interactive Data
Interactive Data Corp, a unit of UK media company Pearson, has agreed to buy Standard & Poor’s (S&P) ComStock for $115 million in cash, adding real-time market data to its stable of products.
Op risk modelling for extremes
Part 2: Statistical methods In this second of two articles, Rodney Coleman, of Imperial College London, continues his demonstration of the uncertainty in measuring operational risk from small samples of loss data.
Kat to set up Alternative Investment Research Centre in London
Harry Kat, a former derivatives banker and quantitative finance academic, has been made professor of risk management at the Sir John Cass School of Business at City University in London. Kat, an author of numerous quantitative finance papers and former…
New dawn for loan portfolio management
Credit risk survey
Abbey National Distributes Risk
A distributed computing system has solved the bank’s overnight batch processing needs. Next up: boosting intra-day processing capacity.
Digesting acquisitions
Profile
Credit deals of the year 2002
Deals of the year
Groundhog day
British Energy
To lend or not to lend...
Credit analysis
Digesting acquisitions
Profile
Credit roundup
Roundtable
Op risk modelling for extremes
SMALL SAMPLE MODELLING