Market risk
Core and satellite for hedge funds, part II
academic paper
Looking before you leap
analysis: algorithmic trading and it
"Let them eat cake," say investorsHSBC GH fund of funds turns 10
GH Fund's managers and investors have not suffered from the law of diminishing returns as HSBC Republic's GH Fund has grown to $1.3bn
Valid Assumptions Required: examining forward curve assumptions
Brett Humphreys and Eric Raleigh review assumptions about the forward curve and the difference between relative and absolute dates.
Women in credit
Credit magazine profiles 50 top-achievers working in the global credit markets today
Internal affairs
Basel II
Making money in troubled times
world view
Bringing core and satellite approaches to hedge funds
academic paper
The risk of risk/return
patrick de gentile williams
Key's home-ground advantage
Key Asset Management's funds of hedge funds have generated healthy returns, satisfied investors and, in the case of Key Recovery, won Hedge Funds Review's award for the best performing specialist FoHF over three years, on a risk-adjusted basis. David…
Mezzanine market takes off
high yield/mezzanine debt
Optimising hedging
Corporate profile
Valid Assumptions Required: confidence level and holding period
In the second article of his series, Brett Humphreys examines the assumptions associated with selecting a confidence level and a holding period for a VaR calculation
Banks get stressed
The UK's Financial Services Authority has called on banks to improve stress testing of possible disruptive events, while the Basel Committee declared last year that firms must supplement their value-at-risk models with stress tests. But some bankers…
Focusing on framework
special report: luxembourg
Hedge funds' dynamic exposures to risk factors
academic paper
Uncle Sam is watching You
litigation
Luxembourg lays down the law but listens to the launch pad
special report: luxembourg
Valid Assumptions Required: aggregation
In the first article of this series, in which Brett Humphreys questions some of the assumptions and decisions that go into the calculation of value-at-risk, he focuses on portfolio aggregation.
Limits on far VAR
Hedge Fund Perspective
Banks get stressed
Stress Testing
Regulatory arbitrage: back to basics
Risk analysis
Fundamental issues in op risk management
Misconceptions about certain key concepts are causing confusion throughout the industry. By Ali Samad-Khan, Armin Rheinbay and Stephane Le Blevec