This leading industry conference gathers senior investors and decision makers from top-tier asset managers, hedge funds, insurance companies and pension funds from across Europe.
Energy Risk Europe, now in its 22nd year, is a must attend event for senior energy risk managers, traders and compliance officers from across Europe.
This course will cover risk management and quantification and the importance of data to assess cyber risk. There will be practical examples of portfolio modeling in the insurance industry ad cyber riâ¦
Learn what capital management currently looks like the financial industry in Toronto. The course will cover, stress testing, capital buffers, operational risk capital modelling, counterparty credit râ¦
View our latest in market leading training courses, both public and in-house.
Energy Risk Asia Awards 2019 submissions are now open! Submission period ends on 30 August 2019. The Energy Risk Asia Awards recognises excellence across Asian commodities market as well as providingâ¦
Being recognised at the Hedge Funds Review European Performance Awards 2019 is the high point of any single manager or fund of hedge fund operating in Europe. The awards are recognised as the most prâ¦
The Risk Awards are the longest-running awards of their kind and are widely recognised as the most prestigious for firms and individuals in our markets.
The Markets Technology Awards focus on market risk, trading and investment risk technology â they are presented in November, as part of our Risk Awards ceremony.
Take a look at the wide variety of events and training on offer.
This white paper aims to understand whether and how banks are approaching the assessment of their Credit Spread Risk in the Banking Book (CSRBB), and to identify best practices in preparation for comâ¦
Search and download thousands of white papers, case studies and reports from our sister site, Risk Library
You are currently accessing Risk.net via your Enterprise account.
If you already have an account please use the link below tosign in.
If you have any problems with your access or would like to request an individual access account please contact our customer service team.
You are currently accessing Risk.net via your institutional login.
If you already have an account please use the link below tosign in.
If you have any problems with your access, contact our customer services team.
How bad is bad? A look at 30 small banks in China
Computer says no: combating bias in machine learning models
FCA has active pipeline of misconduct investigations
Deploying agile analytics in the fight against fraud
Ice, CME shore up clearing house recovery planning
LCH sets date for euro swap discounting change
Eurex to adopt €STR flat discounting for Euribor swaps
Insight Investment wary of banks last-look claims
What golds rise means for rates, equities
SEC mulls extra scrutiny of US Treasuries trading venues
CFTCs equivalence plan divides clearing houses and clients
Floating start date for 2020 stress test alarms EU banks
Buy side seeks non-cleared margin relief for SMAs
EU seeks to offer reassurance on Brexit clearing exemption
Machine learning study identifies eight risk factors in private equity
CFTCs equivalence plan divides clearing houses and clients
Insight Investment wary of banks last-look claims
Allianz Global Investors adopts NLP signals in equities
Buy side seeks non-cleared margin relief for SMAs
Eurex Clearing members add €609m to default fund
Credit loss provisions at US G-Sibs 14% lower in Q2
Backtesting expected shortfall: mission accomplished?
Levelling the playing field of the FRTBs forex rules
Podcast: Acerbi on backtesting ES and FRTBs patchwork rules
The Handbook of Corporate Financial Risk Management (2nd Edition)
Edited by Emma McWilliam, Matt Thomas and Howie Timothy
Factor-based tactical bond allocation and interest rate risk management
Applying existing scenario techniques to the quantification of emerging operational risks
An investigation of cyber loss data and its links to operational risk
The risk markup of intermittent renewable supply in German electricity forward markets
A new approach to evaluating the cost-efficiency of complex hedging strategies: an application to electricity pricevolume quanto contracts
You are currently accessing Risk.net via your Enterprise account.
If you already have an account please use the link below tosign in.
If you have any problems with your access or would like to request an individual access account please contact our customer service team.
The Platinum Partners Value Arbitrage Fund (PPVA) has quietly amassed one of the most impressive long-term track records in the hedge fund business.
A multi-strategy fund with exposure to around 10 underlying strategies, PPVA has generated annualised returns of over 20% since inception in 2003 with standard deviation of just 5.34% and no losing years, giving it a Sharpe ratio of 3.07.
Uri Landesman, president of Platinum Partners, the investment adviser to PPVA, highlights the funds return
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact[emailprotected]or view our subscription options here:
You are currently unable to print this content. Please contact[emailprotected]to find out more.
You are currently unable to copy this content. Please contact[emailprotected]to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions –
If you would like to purchase additional rights please email[emailprotected]
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions –
If you would like to purchase additional rights please email[emailprotected]
If you have access via your institution sign in here
For assistance pleasecontact our customer service team
Register for a Risk.net trial to access this article. Sign up today and get access to:
On the offensive Seeking a new edge, buy-side invests in portfolio and risk analytics
Redemptions focused within strategies suffering losses in 2016
Hedge fund redemptions a dismal end to a bad year
Larger funds are net losers as outflows continue
October redemptions largest yet for hedge funds
New hedge fund plans on grabbing flash-crash profits
FSOC focuses on non-cleared trades in buy-side Sifi debate
CFTCs equivalence plan divides clearing houses and clients
How bad is bad? A look at 30 small banks in China
Eurex to adopt €STR flat discounting for Euribor swaps
FCA has active pipeline of misconduct investigations
You need to sign in to use this feature. If you dont have a Risk.net account, please register for a trial.
© Infopro Digital Risk (IP) Limited (2019). All rights reserved. Published by Infopro Digital Services Limited, Haymarket House, 28-29 Haymarket, London, SW1Y 4RX. Companies are registered in England and Wales with company registration numbers 09232733 & 04699701.
You need to sign in to use this feature. If you dont have a Risk.net account, please register for a trial.
To use this feature you will need an individual account. If you have one already please sign in.
Alternatively you can request an individual account here: