Credit charges have dropped to pre-crisis levels, says consulting firm's CEO
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.
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More Hedging articles
Fears relationship between credit indexes and constituents becoming more tenuous
Industry calls for more clarity on hedging exemption
Redress payments still rising for UK banks over unsuitable rate products
Delta Air Lines sees fewer counterparties for bilateral trades
Because of the erosive effects of inflation on real asset returns, inflation hedging is an important issue for medium- and long-term investors such as pension funds, insurance companies and mutual funds....
How to actively manage the value-at-risk of energy derivatives
In this paper, we consider the problem of optimal partial hedging for a contingent claim subject to a preset hedging budget constraint. Under some technical assumptions on the hedged loss function and...
End-users will hedge more with firms such as BP, Shell and Vitol as banks face ban on prop trading, say market participants
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