The announcement of ITV’s longevity swap could indicate a sea change in pension funds’ approach to risk management solutions. However, smaller funds could find themselves left behind. Thomas Whittaker...
Naive treatment of interaction between skew and correlation means writers of best-middle-worst options will face huge hedging losses, says top quant
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The world is about to change for derivatives dealers. A new package of liquidity, leverage and capital measures was finalised by the Basel Committee on Banking Supervision last month, while the European Union (EU) will confirm its rules for over-the-counter...
Rising life expectancy is a wonderful testament to giant leaps in medical science and the result of healthier lifestyles, but it’s causing havoc with company pension schemes. According to a report by consultancy firm Lane Clark & Peacock last May, FTSE...
Corporate issuance from Germany is well down on last year. This has only served to heighten the appeal to investors of any new deals by the country’s biggest companies, which are proving resilient to the economic downturn.
Banks have so far failed to come up with a capital markets solution for hedging longevity risk, but that did not stop Deutsche Bank, via its Abbey Life insurance arm, hedging life expectancy risk on almost £3 billion worth of liabilities for car...
The longevity swap market has gone from nowhere to a value of £7 billion in less than a year – offering pension schemes a potential solution to one of their biggest headaches. But do these instruments have a long-term future, or are they simply a reaction...
Structured Products magazine presents: "Distributing and supporting structured products via a non-traditional channel." Robert Chamberlain - General Manager, Global Banking, BMW
International derivatives exchange Eurex plans to extend the terms of certain German and Swiss equity options.
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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