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 ri…

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 r…

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 providing…

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 pr…

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 – 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 com…

Search and download thousands of white papers, case studies and reports from our sister site, Risk Library

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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

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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

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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

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