...Samuel Pollege; Peter N. Posch Purpose – The sovereign debt crisis in Europe increased the demand for asset manager worldwide to monitor and manage their sovereign risk. While using information from the credit derivatives and bond markets has been used widely in the corporate sector its usage...

...‐if” modeling of candidate traders; and measuring and monitoring market risk. Andrey Rogachev can be contacted at: andrey.rogachev@roche.com © Emerald Group Publishing Limited 2007 Value analysis Banks Risk analysis Asset management Financial risk Switzerland Since Value‐at‐Risk...