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...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Hedge articles
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
Tail risk has become a hot topic as nervous investors seek assurances and product creators try to second-guess what the governments and the financial markets may throw at them next. Hannah Collins investigates the strategies and products on offer to cope...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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