Market risk
The best-laid plans ..
Strategic risk is recognised as a potential serious risk under Pillar II of Basel II. But isolating what strategic risk actually is, let alone how to quantify it, has caused some problems for risk managers. Bob Allen of the Australian Prudential…
Fund derivatives and financing
IGS Group's Michael Romanek observes a certain amount of give and take in negotiating the right fund financing
How granular profits could profit hedge funds
A confluence of supply and demand stresses could see corn and other grains make hedge funds trading in them some handy money, as David Walker explains
Knowledge is power
Edhec's Noël Amenc and Mathieu Vaissié outline the information that investment firms' activity reports should contain if they are to measure and manage their risk effectively
Outsourcing options
Hedge funds
The best-laid plans ..
Strategic Risk
From alpha to omega
It's all about higher moments. The kind where you decide what is really important about what you do and how you allocate your resources. Lionel Martellini presents the Edhec guide to hedge fund enlightenment
Built for performance
London's MPC Investors is looking at taking in at least an extra $600m for its latest European fund launch and is setting itself up as a direct destination for institutional allocators, as its CEO Peter Harrison told David Walker
Testing the covenant
Features
Ahead of the pack
Profile
Hi ho, Silver Street Capital!
When Gary Vaughan-Smith and Alex Da Costa rode off into the sunset from ABN Amro last summer, few doubted they would reappear - and now they have galloped back onto the scene by establishing Silver Street Capital in London. David Walker trotted along for…
Deriving credit for change
credit risk
Monitoring operational risk
academic paper
Monitoring operational risk
academic paper
The challenge of diversity
Features
Stuck on the margins
Prime broking
The power law
Masterclass
Saving for a rainy day
Liquidity Risk
The yen carry trade
traders' corner
Peso power causes problems
Philippines
Quantifying success
Profile
A family dilemma
family offices