Energy companies worried by lack of detail on how Mifid II rules will work
ABSTRACT In energy markets, the use of quanto options has increased significantly in recent years. The payoff from such options are typically written on an underlying energy index and a measure of temperature....
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Hedging articles
Miners facing falling commodity prices and a depreciating Australian dollar
ABSTRACT The purpose of this paper is to build a contingent convertible bond (CoCo) model with a minimal number of stochastic factors that includes all relevant sources of risk. The value of a CoCo stems...
A swap dealer’s products and services should offer the necessary flexibility and control to respond in real time to market volatility and changing business dynamics
Sponsored feature: CME Group
Upstream companies look to cash in on in-the-money positions
Regulator sees more advantages than risks in relaxing the rules
In this paper we examine the effectiveness of intraday hedging models for credit default swap index trading by means of more liquidly traded exchange-based futures contracts.
Fears relationship between credit indexes and constituents becoming more tenuous
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.