If you build it, they will come
Basis risk continues to worry pension funds, consultants say, despite the latest attempt by Deutsche Bank to create a flexible index-based longevity hedge
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
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Insurance Risk’s second collateral management survey in conjunction with BNY Mellon finds more insurers are taking steps to prepare for new derivatives regulation, but concerns about collateral av...
Asia Risk awards 2013 winner: Standard Chartered – Derivatives House of the Year, Asia ex-Japan
Dealers have sold products their clients did not need, says top quant – and industry must refocus on legitimate risk transfer
Dealers say rules for default fund exposures are an improvement, but risk weights are not tied to "real default probabilities"
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.