Market risk
Shipping fund tames stormy waters to provide rewards for investors
The success of M2M Management is challenging long-held preconceptions about investing in the volatile shipping market. US Editor Kris Devasabai talks to the company's joint managing directors about its extensive experience and its investment strategy
Remodelling required?
Economic capital
Component VAR for a non-normal world
Market Risk
Pushed to the limit
Stress Testing
Long-term sources of return in commodity futures markets from the grain markets
By Hilary Till, research associate, EDHEC Risk and Asset Management Research Centre, and principal, Premia Capital Management
Incubation seeds early-stage high performers
family office summit: alternative investments
Focus on regional strategies brings value for investment managers
Following a strategy focused on a specific region gives managers a chance to concentrate on a specific universe of investment opportunities that can bring good returns for portfolios. Stephen Quigley and Jamie Wynn-Williams talk to managers running funds…
Flight to qualitative
Risk Management
Learning from subprime
Opinion
Incremental concerns
Basel II
Stress testing next on the agenda for Basel Committee
With the need for more qualitative assessments of risk becoming ever more paramount in the wake of the credit crisis, the Basel Committee for Banking Supervision is working on a consultation paper on stress testing.
Valid Assumptions Required: backtesting
Given the large number of assumptions made in calculating a value-at-risk, how can we have confidence in the quality of the resulting calculation? Brett Humphreys looks at using backtesting to evaluate quality.
Niche hedge funds see opportunities
Trade Finance
Operational risk concerns concentrate on due diligence
Operational Risk
Measuring liquidity risk
Liquidity risk
Das riskante Jahr
Var-Umfrage
Points of principle
Liquidity risk
Topping the agenda
Liquidity risk
A return to nuts and bolts
Risk management
Tools of the traders
Technology
Wary of the IRC
Basel II