Risk management
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…
Reinventing the fund
Funds of Hedge Funds
Bulking up
Annuities
A successor to VAR?
Strees Testing
Defining security
Regulation
Replicating returns
Asset allocation
Risk management for investors
Introduction
Entering volatility
Profile
Emerged economies
Profile
RiskNews
RiskNews
RiskNews
RiskNews
Perspectives - Phillip Straley
Phillip Straley, Partner, global financial services risk management, Ernst & Young
RiskNews
RiskNews
Asia Risk Awards 2005
Risk manager of the year bank: HSBC
Top of the agenda
Energy Risk's inaugural risk management survey reveals what you consider the biggest challenges, greatest fears and chief problems facing risk managers today, and what changes you would like to see in the future
RiskNews
RiskNews
RiskNews
RiskNews
A force for change
Profile
Setting alpha free
Pension
The CRO road
Risk management
Risk management for investors
Introduction
A perfect storm
Hedge fund investors have pulled billions of dollars out of convertible arbitrage strategies over the past year, but some managers now reckon the market has bottomed out. Is the strategy turning the corner? By Duncan Wood
RiskNews
RiskNews