Low volatility and industry consolidation reduce need to hedge
The offerings for the US market have been smaller and less varied of late and this issuance is no exception. It is an all reverse convertibles offering and two of the products are based on the stocks of...
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
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The upswing in equity prices in the second half of the week has prompted a contraction in credit default swap spreads for European banks and insurance companies. But German names, including HVB, wer...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.