Derivatives
Derivatives House of the Year, Asia – Corporate: Bharat Petroleum Corporation...
Bharat Petroleum Corporation Limited (BPCL) wins our Derivatives House of the Year, Asia – Corporate award for its committed, effective and prudent hedging activity, which is underpinned by strong market...
In a year when cautious market sentiment and macroeconomic uncertainty loomed large, Société Générale Corporate & Investment Banking (SG CIB) wins Energy Risk’s Derivatives House of the Year, Asia...
A basket default swap (BDS) is a commonly traded instrument for the hedging and investment of a credit portfolio. Because of the fluctuation of the global financial environment, concern about the issuer...
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How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Derivatives articles
Indirect clearing to be overhauled in final Esma rules
Indirect clearing will not be compulsory, sources say – and a controversial 30-day guarantee for indirect clients will also be removed
Esma sidelined consultative group during rule-writing
Industry group was not convened as Esma drew up draft clearing rules
Tapping demand for ex-financials exposure
Financial stocks have long been chosen as underlyings for structured products and exchange-traded products, but unprecedented volatility in the past year has forced issuers and providers to cater to investors with a multitude of viewpoints on the sector,...
Quadratic Gaussian inflation
Quadratic Gaussian models are particularly amenable to analytic solutions, and so have become popular for rates modelling. Here, Manlio Trovato, Diana Ribeiro and Hringur Gretarsson extend the approach to inflation, and show that realistic smile and convexity...
The periodical problem
The increase in the number of periodical payment orders being awarded to personal injury claimants is presenting general insurers with new risk management challenges, more akin to those faced by life insurers. Clive Davidson finds that a consistent approach...
Risk awards 2013 open for submissions
The Risk awards recognise best practice in risk management and derivatives markets – read the submission guidelines here
Applied risk management series: modelling spreads in energy markets
The modelling of energy spreads, surprisingly, is one of the most overlooked areas in energy finance. Carlos Blanco, Michael Pierce and José Ramón Aragonés explore the most widely used one-factor and two-factor spread models for derivatives valuation...
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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Risk OTC Derivatives Clearing Summit
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Quant Congress Europe
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Risk and Return Brasil - Portuguese
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What’s next for fixed-income ETFs and structured products?
UK, 3rd Jul 2013
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Active Risk Management in the Treasury
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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
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