Market risk
Keeping it in the family
Fohfs and family offices
More than painting by numbers
correlation
Does one size really fit all?
academic paper
The view from the top
asset allocation
Internal models in Solvency II
Comment
VAR vs expected shortfall
Masterclass
Shin Kong's life plan
Insurer profile
The stress-testing trident
While stress testing is a much discussed topic, an accepted definition of best practice remains elusive. David Rowe proposes a three-pronged approach
Anderson A Delicate Balance - buy-side risk management systems feature
Risk management on the buy side has, over the course of the last few years, become a specialist business process in its own right. But there are still a myriad approaches to essentially the same challenge: ensuring that you do not expose your…
Hedge funds are "disasters waiting to happen", says report
At least 30% of hedge funds have poor risk management that makes them "disasters waiting to happen", according to a report from consultancy Deloitte & Touche.
Behind Solent's towering success
Solent Capital Partners has won plaudits - and investors - for managing collateralised debt obligations, and also for its credit-based hedge fund product, reports Solomon Teague
Compliance solutions
Compliance with regulations such as Sarbanes-Oxley and Mifid is putting an increasing burden on energy-trading firms. Roderick Bruce looks at ways of overcoming the latest regulatory hurdles
Pushing the boundaries
Credit Funds
Ucits III: a retail challenge or opportunity?
tete à tete: ucits iii
In defence of VAR
High profile losses such as those at hedge fund Amaranth last year had people questioning risk management tools, particularly value-at-risk. But Chris Schlegel and Andrew Kosnaski believe VAR would have given adequate signals to traders in the volatile…
Valid Assumptions Required: advanced volatility measures
In the next article of his VAR series, Brett Humphreys discusses more advanced methods for estimating volatility.
The pathways to probability
Editor's letter