Fund manager exploits mispricings linked to structured products and derivatives end-user flows
Crackdown on "high risk" derivative products drives up dealers' costs
Quants find way to streamline future value calculations for exotic
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Exotic commodity derivatives will become even less attractive to the Asian market following Ice's move to transform swaps to futures
Vote now in the 2011 Commodity Ranking poll, organised by Risk and Energy Risk magazines, for your top counterparty dealers.
Events over the past three years have generated extreme levels of volatility in the commodities arena. In this article, Standard Chartered provides companies and investors with some keen advice on h...
HSBC Global Markets has restructured its derivatives sales in London, aligning its flow sales with equity sales and separating out its exotics business. Amilcare Police, previously head of vanilla and...
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.