Energy market participants have expressed doubt that European position limits proposals will achieve reductions in market volatility, and warned of unintended consequences for end-users' risk manage...
Banks in the Asia-Pacific region have benefited from a more active year in derivatives, as corporates seek to hedge their currency and interest rates exposures following a slowdown during the financ...
S&P launches oil-hedged index to address inflation fears
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Volatility remains muted despite unrest in Asia, says Deutsche Bank
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BNP Paribas’s innovative hedging deal for Kosmos Energy
Bank of America Merrill Lynch and Eggborough Power
Israel’s national airline tightens up on the way it hedges jet fuel risk and currency movements
Europe’s largest pension fund is priced out of longevity securities market but looks to investments linked to the elderly as longevity hedge
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.