Banks will "revisit their presence" due to liquidity and leverage charges
Policyholders get increased share of underwriting risk return
More than 75% of respondents expect dealers to pursue joint ventures
Mansuri departure adds to senior exits in Asia equity derivatives
Jørgensen leaves Nordea for compliance and AML role at Danske Bank
20 individuals honoured, marking 20 years since magazine's launch
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...
FSC to boost investor participation in derivatives; market participants sceptical
Activity limited and dominated by a handful of firms
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Isda directors warn on fragmentation, access and liquidity - but expect problems to pass