Falling over-the-counter energy volumes in Europe and the US push liquidity to top of risk management agenda
Regulator introduces new risk monitor to scrutinise market risks and act as early-warning indicator
This webinar on September 17th looks at the challenges of GRC, key trends, motives for improvement, future investments, and obstacles that banks and other financial institutions face in trying to improve and integrate their risk management strategy
More Hedging articles
We present an alternative approach to hedging in incomplete markets. A corresponding alternative risk-minimization algorithm that identifies an optimal hedging portfolio consistent with initial capital...
A conservative yet flexible jet fuel hedging programme has proven successful for Etihad
Elevated WTI prices, pushed up by regional unrest, are creating opportunities for US oil producers to hedge
Power hedging activity could increase with rising prices and greater regional variation across the US
The design and optimisation of a successful commodity hedging programme requires solid backtesting that meets the needs of different business functions. Using a recent case study, Carlos Blanco and...
Concerns Solvency II-based risk-free curve could be distorted by speculators as market begins to adjust ALM hedges
Returns for hedging via long-term cross-currency swaps are attractive, but few are able to do so because of the lack of credit support annexes in place
Brent crude oil offers a window for airlines and refiners to lock in prices, but opportunity won’t last forever, say analysts
Jumping the hedge
Recent mark-to-market gains on legacy yen-denominated loans make now a tempting time to hedge, according to Thai market players
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.