Basis risk
Forex structurers get it wrong
Original headline:
Source: Structured Products
Diversifying into currency volatility became a huge theme for the creators of structured products last year. So what happened next was disappointing. The markets did not move as violently as anticipated,...
Original headline:
Source: Structured Products
The Defined Returns Fund 8 from Aviva offers exposure to the FTSE 100 index without the need to invest directly in the stock market.
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Special video report: regulatory strategies from chief risk officers
Published online only
Source: Energy Risk
With regulatory changes and new markets impacting the energy and commodities markets, Lianna Brinded files this exclusive special video report showcasing the views of leading risk managers and quantitative analysts on how to tackle these challenges
New State Street index measures fragility of US equity markets
Original headline:
Source: Structured Products
State Street Global Markets has launched an index that measures the susceptibility of the US equity market to market shocks
Basis risk no barrier to longevity securitisation say experts
Published online only
Source: Life & Pension Risk
Academics and JP Morgan team show how to mitigate exposure from differences between population mortality rates
Basis risk
Published online only
Source: Energy Risk
Basis risk is the risk that the value of a futures contract (or an over-the-counter hedge) will not move in line with that of the underlying exposure. Alternatively, it is the risk that the cash futures spread will widen or narrow between the times at...
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