JP Morgan
Risk information: science or art?
Industry experts gathered for a roundtable discussion in New York at the end of May to debate the ways firms acquire and use information about risks. Moderated by Ellen Davis
Voldstad on the birth of DPCs
Connie Voldstad was head of JP Morgan's first dedicated swaps desk, established Merrill Lynch's AAA-rated derivatives product company, and was one of the six-strong team charged with winding down Long-Term Capital Management. His latest project is a new…
Barclays Capital hires head of fixed-income modelling
Pawel Lewicki has been appointed to Barclays Capital’s global quantitative analytics group as head of fixed-income modelling.
JP Morgan breaks up currencies and commodities group
JP Morgan is to separate its currencies and commodities businesses.
JP Morgan adds manager to quantitative strategy
JP Morgan has launched a new synthetic quantitative strategy that gives investors exposure to the cyclicality and momentum in the commodity markets. However, in a twist to those structured products whose payouts are dependent on rules-based, quantitative…
Deutsche Bank wins corporate derivatives rankings
Deutsche Bank has won this year’s Risk corporate end-user rankings, achieving the most votes overall among participating corporate clients globally. Citi and Barclays Capital came second and third, at a time of record merger and acquisition (M&A)…
Deutsche Bank wins corporate derivatives rankings
Deutsche Bank has won this year’s Risk corporate end-user rankings, achieving the most votes overall among participating corporate clients globally. Citi and Barclays Capital came second and third, at a time of record merger and acquisition (M&A)…
Exchange-traded credit derivatives disappoint
The world’s first exchange-traded credit derivatives, which were listed by Frankfurt-based Eurex on March 27, have posted lacklustre trading volumes, with only one major dealer making markets in them.
Profile: Joe Sabatini and the rules of engagement
The guiding principles of Basel II are now shrouded in mists of regulatory detail, says JP Morgan's Joe Sabatini. He tells Duncan Wood op risk managers must now look beyond mere compliance, and focus on adding value to their firms
Keeping pace with a changing industry
Welcome to the 'new look' OpRisk & Compliance magazine. As many of our long-time readers will know, OpRisk & Compliance has come a long way over the past few years – we are working hard to keep up with the rapid evolution of the disciplines of…
JP Morgan launches first public international longevity index
Investment bank JP Morgan yesterday launched the first publicly available international index to trade longevity risk, in a bid to lead the development of a derivatives market.
Resolving the confusion
Risk control self-assessments have become a Tower of Babel for the op risk discipline, with a variety of different approaches being taken. Ellen Davis reports
JP Morgan hires retail structured products head
JP Morgan is making changes within its equity derivatives division in Asia, as part of a global reorganisation of its derivatives sales force, to create a retail-focused cross-asset-class group.
JP Morgan recommends changes to Basel II NPR
JP Morgan Chase has set out to US regulators what it considers to be the main operational concerns over the interagency notice of proposed rulemaking (NPR) to implement a new risk-based capital framework based on Basel II.
JP Morgan and Goldman restructure foreign exchange
JP Morgan and Goldman Sachs have made senior management changes to their foreign exchange divisions that will come into effect early next year.
JP Morgan launches implied volatility indexes
JP Morgan has launched indexes tracking the level of implied volatility in G7 and emerging-market economies.
RiskBusiness appoints new executive director
RiskBusiness, the London-based operational risk advisory firm, has hired Rick Cech as chief executive for the Americas.
TSE consults customers for trading technology upgrade
The Tokyo Stock Exchange (TSE) plans to cut response times and improve safety margins with a new IT system, according to a TSE report.
JP Morgan makes key appointments in global equities
JP Morgan has made several key personnel changes within the global equities group. The new appointments, which take effect immediately, include Nick Andrews, who takes on an expanded role as head of emerging markets for global equities, in addition to…
JP Morgan uses T-Zero for prime brokered CDS
New York-based technology firm T-Zero has announced its prime brokerage electronic affirmation utility has been used by a JP Morgan client for the first time.
JP Morgan makes senior appointment in pensions advisory group
JP Morgan has announced the appointment of Kevin Carter as managing director and head of the investment bank’s pension advisory group for Europe, Middle East and Africa (EMEA).
JP Morgan signs Fitzpatrick for credit trading role
JP Morgan has announced that Stephen Fitzpatrick has been appointed vice-president in flow credit trading, responsible for the industrial sector.
JP Morgan Chase veteran Don Wilson to retire
Don Wilson, chief risk officer at JP Morgan Chase, will retire later this year. His replacement has not yet been named.
Sidenius joins JP Morgan credit modelling team
Jakob Sidenius has joined JP Morgan Chase in London as senior vice-president in credit quantitative research. Sidenius, who has written a number of technical papers on the pricing of collaterised debt obligations (See: All your hedges in one basket ),…