General insurers embrace capital modelling and revised ALM strategies
Insurgents increase involvement as major global banks retreat
Dodd-Frank Act to boost CFTC war on market abuse, says Meister
Small firms reluctant to clear due to margin costs
Firms consider structured options for assets to meet Solvency II criteria
Low profits and risk concerns predominant in report by UK-based bank
Corporates lag other participants; less than a third collateralising
In this paper, we consider the problem of optimal partial hedging for a contingent claim subject to a preset hedging budget constraint. Under some technical assumptions on the hedged loss function and...
The management of a liquid asset portfolio that can be used to generate counterbalancing capacity in liquidity distress is quickly emerging as a core function in banks. The new Basel III liquidity risk...
Enforcement of Emir reporting rules will be gradual, regulator says
Despite problems, Esma official says reporting roll-out went "pretty well"
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Isda directors warn on fragmentation, access and liquidity - but expect problems to pass