Market risk
The best scenario
Technology
Valid Assumptions Required: delta-normal VaR
A delta-normal value-at-risk is one of the basic tools of risk management. Brett Humphreys discusses the assumptions associated with this calculation.
Pure persistence is the best performance tool
Last in the series by Walter Gehin of Edhec
In cerca di un miglioramento
Value at risk
The Noble art of managing risk
Special Report: Corporate profile
Looking forward to back testing
With increasing challenges to measure value-at-risk and meet high regulatory requirements, the focus has turned to back testing as a way of assuring models' adequacy. Carsten S Wehn proposes a new regime of back testing, combining state-of-the-art…
Valid Assumptions Required: calculating correlations
Correlation measures are major drivers of value-at-risk. Brett Humphreys and Eric Raleigh review assumptions associated with calculating correlation.
The replication game
Technology
Commodities offer alpha win
commodities
How to survive in a crisis in four easy steps
data security
Living with volatility
Variable annuities
Moment of truth
Regulator Q&A
Altering approaches
Corporates: Hedging strategies
Reaching for the stars ..
Alpstar has launched a range of credit-related funds and products, and is branching into equity hedge fund management as well. David Walker sat down with the team at Alpstar to find out more ..
Far-sighted foresight
Stenham has got key decisions right, at the right time in the past, about the future, so David Walker asked Harry Wulfsohn about what the future now holds for the FoHF group
From alpha to beta
Michael Azlen, founder of Frontier Capital Management, explains to David Walker why he is no alpha fan
Auf den VaR kommt es an
VaR-Umfrage
Economic capital ideas
Class notes
Credit tails
Model Risk
VAR: risk mitigant or amplifier?
Value-at-risk