Hedge backtesting for model validation
Elevated WTI prices, pushed up by regional unrest, are creating opportunities for US oil producers to hedge
More Hedging articles
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
The new breed
FTT will increase hedging costs for energy companies and deter them from trading with financial counterparties, firms say
Cutting edge: Hedging price and volumetric risks of fixed-price load-serving contracts in natural gas markets
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.