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-house...
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 a...
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
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.
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As the boom in North American shale gas production continues to feed an oversupplied market, US natural gas prices sank to 10-year lows last week. Gas consumers are taking a serious look at seizing the opportunity to lock in prices — but remain hesitant...
With an average unhedged currency exposure of 17% of assets under management, Australian superannuation funds face the risk of significant performance drag from global foreign exchange volatility. The cross-currency basis swap market, however, has created...
Republicans dismiss prop trading ban as overly complex, unworkable and unenforceable
A comparison of common delta-hedging strategies and calculations finds that simple formulas used to calculate delta hedges can lead to severe biases. Cyriel de Jong, Hans van Dijken and Alexandra Bundalova suggest a relatively fast, but more accurate...
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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USA, 10th Dec 2013
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