Asset management
Analytical approach to credit risk modelling
The increasing popularity of VAR-based credit portfolio risk models has led to a growing recognition that Monte Carlo techniques are inadequate for economic capital calculations. Here, Michael Pykhtin and Ashish Dev present a new analytical alternative…
Loss survey supports arguments against capital charges, say fund managers
London - The results of a survey by global banking regulators of banks’ operational loss experience support arguments against using capital charges as the main protection against operational losses in fund management and broker activities. This is the…
Firm-wide risk management for funds
Firm-wide risk
Banks and investment firms: not peas in an Op Risk pod
The Basel Committee’s op risk proposals threaten to damage European investment firms, says Angela Knight. She calls for a broader review of the problems.
Critics attack European Union plans to follow Basel II
Critics of the European Union's plans to make all investment firms - not just banks - set aside capital against the risk of losses from operational hazards such as fraud, computer breakdowns and trade settlement failures, say their fears were confirmed…
Take the long and short route
Investment management
The long and the short of it
Investment management
Bound to rebalance
Investment management
Coutts Rolls Out Promco's Olivia For For Worldwide VAR Functionality
TECHNOLOGY & INTEGRATION
Princeton Team Develops TIRM Risk Methodology
METHODS & REGULATIONS
SS&C Releases Compliance Module For Camra System
VENDORS & SERVICES