Valuation of commodity structures in co-integrated futures markets
Most respondents think oil prices will rise – but few have risk management policies in place to cope with it
Despite hard-won exemptions, corporates should consider the pros and cons of clearing, according to panellists at an ACT event - but treasurers remain unconvinced
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Hedging articles
Analysts have been stunned by reports that Delta Air Lines is considering the purchase of an idled ConocoPhillips refinery on the US east coast. The unprecedented deal would provide Delta with an in...
Despite ‘end-user’ exemptions, strengthened banking regulations are likely to impact energy corporates due to their reliance on banks and other financial firms to manage hedging programmes, says...
King's College professor of finance Damiano Brigo says regulators should clamp down on dealers looking to hedge debit value adjustment gains by selling CDS protection on closely correlated names
Republicans dismiss prop trading ban as overly complex, unworkable and unenforceable
WTI-Brent spread volatility disrupts hedging programmes
Energy-intensive companies are reluctant to pursue aggressive hedging programmes in the current market environment, where headlines are having a disproportionate effect on prices compared with the f...
Not yet in the clear
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.