In carbon dioxide equilibrium models, permit prices are positive and bounded by the penalty level. To obtain closed-form solutions to the pricing of carbon dioxide derivatives, Daniel Bloch models the...
Proposed derivatives settlement framework may knock billions of dollars off dealers’ derivatives claims against the bankrupt estate
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
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A new video from Risk magazine. Winners of the 2011 Risk Awards were asked what they saw as the biggest challenge in the industry for 2011.
European Parliament calls for existing derivatives trades to be excluded from clearing rules, but proposes wider exemptions for public-sector bodies
Israel’s national airline tightens up on the way it hedges jet fuel risk and currency movements
Singapore Exchange has recruited Michael Syn as its first head of derivatives in a bid to bolster its trading business.
Oil prices will continue to rise to triple-digit highs over 2011 on long-term Egypt risk premiums and continual unrelated underlying issues, say market experts
The Bank of New York Mellon (BNY Mellon) is currently the only financial institution in the US with a triple A rating from Moody’s. With the firm’s representatives actively engaged in industry and public policy forums, as well as advising regulators,...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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