Prior to 2012 there was a gap in investable products covering the European small-cap, midcap, and SMID-cap market segments. Anecdotally, hedges against these segments were often created with product...
Hungry for hedging
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
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The importance of communicating hedging objectives
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.