New product suites offer increased transparency and customisation
Industry representatives call on Eiopa to soften draft specifications
Despite 2013 rupee volatility Indian corporates are reluctant to hedge
Inflation swaps market has become illiquid with most activity on physical inflation-linked bonds
States concerned over use of ‘deregulatory' valuation approach
O’Connor to lead bank's North American commodity finance effort
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...
Data needs to be understood across the organisation
BYOD doesn't necessarily mean data compromise
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Isda directors warn on fragmentation, access and liquidity - but expect problems to pass