Environment-Renewables
Sweating the Small Stuff
Preparing for catastrophes is only part of it. More frequently (albeit less extensively), firms are testing their readiness for water main breaks, subway strikes and power outages.
UBS: QIS3 results in increased capital, is not "fair"
UBS, the Switzerland-based financial institution, says its overall capital will increase under the Basel Accord revisions, as currently outlined in the third quantitative impact study (QIS3). In addition, other institutions have had the same results, the…
Editor’s letter
Comment
Extending credit
Exchange-traded funds
For love nor money
Salaries
Urgently seeking capital
Balance sheet CLOs
Taking it slow
Basel Accord
Modelling the unthinkable
DATABASES AND MODELLING
The data deluge
Systems
WBOT blows off course
New angles
Risk 2003 15th Anniversary Dinner
Anniversary
An approach to economic capital for financial services firms
Economic capital
War jitters fuel corporate woes
Corporate risk disclosure
Derivatives disclosure calls mount
Cover story
Beware the ides of March
Comment
Pension fund risk systems advance
Vendors seeking to cater to pension fund clients are rolling out a new breed of asset/liability risk analysis tools to complement risk reporting and benchmarking systems, all tailored to the unique needs of these institutions.
Terrorism insurance - Modelling the unthinkable
In November, the US government passed a law requiring all insurers to underwrite terrorism risk, forcing them to find a way to price this exposure. Could terrorism risk models be the answer?
Modelling the unthinkable
Terrorism insurance
Advancing op risk management using Japanese banking experience
Junji Hiwatashi and Hiroshi Ashida of the Bank of Japan outline a practical framework for operational risk management, derived from research and experiences in Japan's financial community.
Isda muddies debt waters
The International Swaps and Derivatives Association (Isda) has finally released its 2003 credit derivatives definitions, which take effect on March 17.
Risk ’s quant of the year backs Buffett
Peter Carr, recipient of Risk 's 2003 quant of the year award, said that in a [hypothetical] argument between quants convinced of the infallibility of their models and derivatives sceptics such as Warren Buffett, he would probably side with Buffett.
STP - Morgan Stanley Speeds FIX Monitoring
To better manage exposures, the firm realized traffic running through its electronic trading network had to be monitored in real time.
Derivatives are “time bombs”, warns Buffett
Derivatives are “time bombs” for the parties that deal in them and for the economic system as a whole, high-profile US investor Warren Buffett warned yesterday.
The SEC's E-mail Crackdown
Broker-dealers say vague wording in SEC rule 17a-4 will make compliance with the rule unnecessarily costly and burdensome.