Bmw
ITV's longevity swap could herald a change in risk management
Original headline:
Source: Life & Pension Risk
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...
Published online only
Source: Risk magazine
Naive treatment of interaction between skew and correlation means writers of best-middle-worst options will face huge hedging losses, says top quant
Original headline:
Source: Risk magazine
Regulators have finalised new rules that will change the face of the derivatives markets. Risk recognises those institutions that have prepared best for the forthcoming change, and still continued to provide...
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House of the year: Deutsche Bank
Original headline:
Source: Risk magazine
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...
Corporate risk manager of the year: BMW
Original headline:
Source: Risk magazine
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...
Rarity value of German corporate issuance stokes investor demand
Original headline:
Source: Credit
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.
Awards 2010: Deal of the year: Deutsche Bank: BMW
Published online only
Source: Life & Pension Risk
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...
Longevity swaps - a new way forward
Published online only
Source: Life & Pension Risk
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...
Distributing and supporting structured products via a non-traditional...
Published online only
Source: Structured Products
Structured Products magazine presents: "Distributing and supporting structured products via a non-traditional channel." Robert Chamberlain - General Manager, Global Banking, BMW
Eurex to extend terms on Swiss and German equity options
Published online only
Source: Risk magazine
International derivatives exchange Eurex plans to extend the terms of certain German and Swiss equity options.
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