Active strategies are more effective hedges than passive strategies when it comes to guarding against tail-risk events, said a panel of portfolio managers at the Inside Indexing Europe conference on Tuesday...
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More Hedge articles
Withdrawal guarantees ensure the periodic deduction of a constant dollar amount from a fund for a fixed number of periods. If the fund is depleted before the last withdrawal, the guarantor has to finance the difference. Andreas Kunz derives a robust hedging...
Debit valuation adjustments are becoming well understood for derivatives and liabilities – but can affect the asset side of the balance sheet too. Specifically, assets such as so-called goodwill depend on the creditworthiness of the firm. Chris Kenyon...
Falling iron ore prices are ramping up market liquidity to the extent that hedge funds are entering the market as a China proxy
Australian dollar, renminbi and CE3 currencies touted as alternative macro hedges for European debt woes
Will corporate hedgers suffer if more banks pull back from energy and commodities trading? Pauline McCallion examines the issue of dealer retrenchment from the market
The risks faced by energy/commodity firms need to be assessed via metrics that allow for longer-term outlooks and incorporate risks from asset-backed trading. In the second article in this series, Chris Strickland discusses the range of such metrics available...
Resignation letter links derivatives trade to moral collapse at bank
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.
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