Traditional pricing and hedging approaches often fail to work properly for complex energy structures due to market incompleteness, liquidity problems or unusual price dynamics. In this article, Stefano...
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Pauline McCallion speaks to Gerardo Rodriguez, deputy undersecretary for public debt at Mexico’s Ministry of Finance & Public Credit, about the government’s highly successful oil price hedging strategy
The past 12 months have posed a new set of challenges for the indexing and exchange-traded fund markets. But as delegates to the Art of Indexing Summit USA in New York heard on October 28, providers are adapting to the changed landscape. Now it is simply...
A market model for the dynamics of credit-risky baskets and indexes such as the iTraxx has long been sought, but because of difficulties with the natural numéraire has remained elusive. Here, Philippe Carpentier proposes using hedging arguments to develop...
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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