Daiwa Capital Markets finalised its purchase of the Asian equity derivatives and global convertible business of KBC today, and reaffirmed its Asian expansion drive with a bid to secure licences in S...
Investment focus said to be on highly liquid, transparent instruments, and strategy will use a quantitative approach
Risk managers say gas price rises will force a rethink on current hedging strategies for power generation assets.
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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Volcker rule may contain loophole that allows banks to invest in hedge funds
Experts link drop in natural gas trading activity and liquidity to fundamentals and regulatory uncertainty
Jet fuel hedging is the most common misconception for mitigating risk, says Austrian Airline’s head risk manager
EDF Trading North America’s head of credit risk talks to Lianna Brinded exclusively about the misconceptions of assessing credit risk in the energy and commodities market
Building a unified framework for consistent modelling of energy spots, forwards and swaps is better for energy risk management, says Verbund Austrian Power Trading’s principal quantitative analyst
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 quant...
Frederic Hervouet, head of commodity derivatives for the Asia-Pacific at BNP Paribas, talks to Lianna Brinded about hedging strategies for energy and commodities
Using options to improve portfolio risk/returns
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.