A basket is a set of instruments that are held together because the set's statistical profile delivers a desired goal, such as hedging or trading, that cannot be achieved through the individual constituents,...
A basket default swap (BDS) is a commonly traded instrument for the hedging and investment of a credit portfolio. Because of the fluctuation of the global financial environment, concern about the issuer...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Hedging articles
RK Mehra, executive director (international trade) at Bharat Petroleum Corporation Limited, talks to Jay Maroo about his company’s commodity hedging programme, corporate hedging in India and the likely effect of any regulatory changes
With an ultimate forward rate-based extrapolation looking very likely for Solvency II, the Royal Bank of Scotland Insurance ALM Advisory team has carried out extensive research on optimal hedge strategies for hedging the Solvency II risk-free rate
Will reduce capital charge by at least 75%, inter-dealer broker claims
Europe’s debt crisis could get worse, and some firms are looking for tail risk hedges in the foreign exchange market – but even magic bullets can backfire. Mark Pengelly reports
The replication of a portfolio of cashflow instruments with another set of cashflow instruments is frequently used in pricing and hedging. For example, replicating deposits with tradable bonds allows the treasurer to determine an approximate fair value...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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