Risk management
Banks take various approaches to tackling conduct risk
Definitions, reporting lines, frameworks and metrics vary among major banks, Risk.net research shows
Quant Ideas: market-making, risk and information in commodities
High volatility and noisy data sets have profound implications on risk management in commodity markets
Quant ideas: Strategic versus tactical risk management
The susceptibility of enterprise risk tools to poor quality data is a major issue
Estimation of risk measures on electricity markets with fat-tailed distributions
This paper proposes an AR–GARCH-type EVT model with various innovations for energy price risk quantification.
E&P firms reluctant to hedge in wake of oil collapse
US shale drillers expected to suffer as hedges expire in the second half of 2015
Former Investcorp CIO launches alternative risk premium firm
ARP Investments offers cut-price exposure to popular hedge fund strategies
Success of cultural change rests with local managers – research
Employee perceptions are key to assessing risk culture at large banks
Tendance Finance sees risk in ETF liquidity
French hedge fund also fears regulators may cap leverage and curtail shorting
Ucits VI threatens derivatives in alternatives funds, says Candriam
Sixth iteration of directive could pose danger to portfolio risk management
Risk.net owner acquires risk tech research specialist Chartis
Chartis focuses on risk management systems and practices
Stress testing in non-normal markets via entropy pooling
Ardia and Meucci introduce a parametric entropy pooling approach to portfolios stress testing
Geeks at the gates
Banks could be "unbundled" if they reject technology overhaul
Mixed reactions to PRA consultation on board duties
UK regulator sets down high-level expectations of directors
Omni: central banks pushing investors into risky assets
Inflation not driven by strong economic growth; symptoms of a financial bubble
Pilot study: Learning about risk management from the RAF
Risk disciplines at the UK's Royal Air Force face similar challenges to the financial sector
Pemex ramps up risk management amid energy reform
Mexican state-owned oil giant weighs up commodity hedging strategies
Slow down, make friends and have faith, panel tells top risk managers
CROs from top insurers spell out how to excel in their role
Gender equality on bank boards and financial performance
Post-crisis push for better female board representation paying off
Energy traders must adapt or die, warns E.on risk head
Recession, regulation and renewables are main worries, says Port
Post-crisis push for more women on bank boards succeeding
Female representation on boards linked to improved business performance
Risk Books: Risk Transparency
Sanjay Sharma talks about risk transparency and how his book helps achieve it.
Portfolio construction and systematic trading with factor entropy pooling
Construction of large portfolios consistent with investors' views and stress test scenarios is a challenging task, considering the volume of information to be processed. Attilio Meucci, David Ardia and Marcello Colasante introduce a technique that…
Volatility products within family office portfolio: keep it simple or minimise risk in other ways?
A well-diversified portfolio could be better for controlling risk than volatility investments, according to members of the family office industry.