A pricing tool for fixed-income volatility products is introduced
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
More Hedging articles
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
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
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.