Market risk

Steady success in a volatile world

Martin Estlander, chief executive officer and co-founder of Estlander & Rönnlund, talks to Hedge Funds Review about the firm's flagship er Global Markets Fund, the company's ongoing research programme to maintain profits, and tireless focus on R&D for…

Pricing the weather

Pricing weather derivatives is different from valuing other derivatives contracts – actuarial methods play a greater role. Steve Jewson looks at the varied approaches available

Latitude lights up Europe

The Latitude fund is one of the best new funds in Europe and won last month's Hedge Funds Review performance award in the global macro category. It was also shortlisted in the newcomer category, suggesting just how well it has performed since its launch…

The risk monitor

As systemic risk concerns resurface, Gerald Corrigan, co-chair of Goldman Sachs’ firm-wide risk committee, has revived an industry group formed after the LTCM debacle. By Navroz Patel

Chile releases Basel II timetable

The Chilean Superintendent of Banks and Financial Institutions (SBIF) has released a Basel II consultative document that also details the country's implementation plan for the new Basel Accord, according to Gunther Held, head of research at the bank…

The consolidation machine keeps rolling

Algorithmics, a name that has become synonymous with driving the development of risk management practices and technology, was acquired by the Fitch Group in January this year. Victor Anderson talks to Andy Aziz, Algo's vice-president of buy-side…

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