Risk management

Model students

Mauro Cesa, Energy Risk's technical editor, talks to quants about how quantitative analysis for energy markets has developed and what they see as the most influential technical publications of the past 15 years

Cap it all

The European Commission published a new set of rules for hedge funds and private equity funds in April. What will new limits on leverage and capital mean for managers accustomed to operating with relative freedom? By Alexander Campbell

With a bang

Isda's big bang protocol has standardised the credit default swap market, giving buy-side credit firms a voice but also stripping some flexibility from the market. However, the new regime is posing some challenges for end-users. Peter Madigan reports

Playing catch up

With extreme volatility and liquidity concerns hitting Russia in the second half of 2008, large cracks were exposed in the country's bank risk management practices. Alexey Simanovsky, director of banking regulation and supervision at the Bank of Russia,…

Risk institutional investor rankings 2009

Dealer bankruptcies, government intervention, unprecedented volatility and a dearth of liquidity have made the past 12 months among the most challenging for institutional investors. In this difficult environment, investors have voted Goldman Sachs the…

More speed, more efficiency

Banks are increasingly aware of the speed and efficiency that is required to process data when creating and dealing in structured products. Calls for transparency and liquidity mean it is vital to choose systems that can cope with the products'…

The trace race

The concept of traceability has been a great success in the food industry. Would its adoption by the structured products industry be the quickest way to restore confidence in European markets and help a shattered banking sector? Participants at last…

It's all relative

Commodity-focused hedge funds have faced a torrid past nine months, suffering large losses and widespread redemptions. Yet some funds, notably relative-value arbitrage strategies, have performed better than most. By Richard Jackson

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