Technology
Capital modelling: Correlations in ESGs
Hoping to gain a competitive edge, leading life companies are demanding more control of their capital calculations, but can their ESG suppliers keep up with the demand?
Markit unveils European ABS pricing service
UK data services provider Markit has launched a same-day pricing service for European asset-backed securities (ABS).
More IT for MiFID
MiFID's success hinges on IT prospects, write Choongo Moonga and Phil Craig . But many in the industry are balking at the costs involved
La Fayette picks Riskdata for fund of hedge funds
La Fayette Investment Management will use Riskdata's FOFiX software to manage risk for its funds of hedge funds.
Do funds of hedge funds really add value for investors?
academic paper
Leading the pack
Basel II
Carbon complexities
The EU ETS adds price complexity to European energy markets and the trend towards pan-European markets means far more complex models will be needed to model carbon risk, writes Bjorn Brochmann
Regulating Germany
Matthias Kurth was appointed Germany's first energy regulator in June of this year. The decisions he makes as the new Federal Network Agency president will be felt throughout European energy markets. He speaks to Oliver Holtaway
Congestion charges
As the US' premier regional transmission organisation, PJM Interconnection's pricing and transmission congestion models must be foolproof. Sandy Fielden describes how they work and the associated risk management mechanisms available to participants
A matter of principal
Developing term structure models can be tricky, as unknown factors and non-observable variables can affect futures prices. But principal components analysis is useful in tackling these problems. Here, Delphine Lautier uses PCA to pin down price movements…
Winner: Neiman Marcus
Credit 's monthly roundup of the most innovative financing solutions. This month Neiman Marcus, Telecom Italia and Axa's Capella CDO win the accolades. Interviews and analysis by Nadia Damouni
Technology news
News: Technology
ABA’s hurricane response
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No hitches in BCP test
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Asia’s op risk quantification challenge
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