Hedging
CFTC's Sommers and O'Malia attack 'unworkable' Volcker rule
Published online only
Republicans dismiss prop trading ban as overly complex, unworkable and unenforceable
Original headline:
A comparison of common delta-hedging strategies and calculations finds that simple formulas used to calculate delta hedges can lead to severe biases. Cyriel de Jong, Hans van Dijken and Alexandra Bundalova...
Original headline:
Pauline McCallion speaks to natural gas producers and consumers about what’s on the radar that might affect their hedging strategies this year
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More Hedging articles
WTI-Brent spread volatility disrupts hedging programmes
Original headline:
Jet fuel prices have been tracking Brent more closely than WTI, raising questions about the hedging strategies of US airlines. Alexander Osipovich reports
Companies cautious on hedging in headline-driven energy markets: consultants...
Published online only
Energy-intensive companies are reluctant to pursue aggressive hedging programmes in the current market environment, where headlines are having a disproportionate effect on prices compared with the fundamentals, say consultants
ACT warns of risks from regulation in 2012
Published online only
Basel III and Emir could push companies out of Europe, predicts ACT deputy policy director
Gas users lock in low long-term prices
Published online only
Long-term price risk management deals are becoming more popular with utilities and regulators as a way to lock in low natural gas prices
Sponsored Q&A: BNP Paribas
Original headline:
Volatility and anticipated quantitative easing have left commodity players struggling to make sense of the markets. Frederic Hervouet, head of commodity derivatives for Asia at BNP Paribas in Singapore, sheds light on what we can expect from Asian commodity...
More clarity needed over commodities clearing in Europe
Original headline:
European regulation aimed at driving more commodity derivatives trading through clearing is causing concern among small and medium-sized energy companies that don’t yet know if they will be exempted from the requirements. Gillian Carr reports
In defence of cross-product margining
Original headline:
Clients are currently able to agree with their clearing members to receive portfolio benefits on initial margin across cleared and uncleared positions. Proposed new rules would prevent such arrangements with respect to cleared swaps. Mariam Rafi of Citi...
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