The US Treasury has come under fire for allowing banks to repurchase warrants held under its Troubled Asset Relief Program at a discount. Is the criticism justified? And what effect is an auction of JP...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Equity derivatives articles
Source has launched 18 exchange-traded funds linked to the Dow Jones Stoxx 600 Optimised Super Sector index range. The index range was created by the ETF provider and DJ and represents a new generation of funds created to deliver exposure to improved...
Abnormally low repurchase rates are forcing banks to hedge their dividend exposures with swaps instead of forwards.
Just like their peers in other markets, Nordic issuers of structured products face a struggle to come up with enticing offerings at a time when interest rates are at record lows and equity implied volatilities are at historic highs. John Ferry reports...
Dealers are starting to pay closer attention to dividend risk housed on their exotic books after many incurred sizeable losses last year. What are banks doing differently and can another dividend meltdown be avoided? Matt Cameron reports
The US Treasury's plan to dispose of warrants in banks held under the Troubled Assets Relief Program (Tarp) could have a significant impact on the options market, according to analysts.
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future