Dynamic hedging strategies
A conservative yet flexible jet fuel hedging programme has proven successful for Etihad
Given the importance of the crude oil and natural gas futures markets, the intra-market correlations in these markets play an important role in pricing, hedging and managing the risks of energy ...
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.
More Dynamic hedging strategies articles
Cutting edge: Hedging price and volumetric risks of fixed-price load-serving contracts in natural gas markets
Hedging the extrinsic value of a natural gas storage
Old Mutual questions the lack of capital credit for dynamic hedging in QIS 5
A substantial number of mining companies refuse to have a hedging programme, leaving them vulnerable to a possible sharp drop in prices
Traditional pricing and hedging approaches often fail to work properly for complex energy structures due to market incompleteness, liquidity problems or unusual price dynamics. In this article, St...
Risk Awards 2008
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.