Risk management
Launch fatigue
Exchanges
Whither the benchmark?
Benchmarks
The potential of the European exchange-traded funds market
Sponsored Statement
Some 42% pass CFA exams worldwide
Daily news headlines
Half of US firms unhappy with risk effectiveness
Daily news headlines
CEIOPS publishes paper on risk management
Daily news headlines
Sebton leaves Isda for JP Morgan
Emmanuelle Sebton, the International Swaps and Derivatives Association’s head of risk management, has left to join JP Morgan.
Reuters unveils risk management system for hedge funds
Daily news headlines
Risk 07: Robert Parker warns of liquidity risk
Banks need to be worried about liquidity risk, said Robert Parker, vice-chairman of Credit Suisse Asset Management.
Risk 07: modern portfolio theory should be ditched, says Taleb
Banks should abandon modern portfolio theory as it does not capture unexpected rare events, according to Nassim Nicholas Taleb, author of the risk management book The Black Swan .
Even better than the real thing?
Hedge fund replication
Making up lost ground
Institutional Investor end-user Rankings 2007
The breaking wave
Leveraged loans
PwC report pans limits in risk management
Corporate risk managers are too focused on complying with regulations at the expense of helping their companies operate, according to a new report.
RMA survey results released
The RMA Market Risk Council has published the results of its Trading Activities and Counterparty Risks Survey.
Anderson A Delicate Balance - buy-side risk management systems feature
Risk management on the buy side has, over the course of the last few years, become a specialist business process in its own right. But there are still a myriad approaches to essentially the same challenge: ensuring that you do not expose your…
Liquidity's new routes
Listed Options
Over the wall
Compliance
Crossing boundaries
Portfolio Margining
Introduction
Risk management for investors
The saddlepoint method and portfolio optionalities
Richard Martin describes the application of saddlepoint methods to the calculation of tranche payouts and expected shortfall in loss distributions. Aside from computational use in their own right, the resulting formulas motivate a forthcoming discussion…