The put skew in Brent crude oil is close to its yearly high. This is being driven by the hedging programme of Mexico, as well as more general risk aversion on macroeconomic worries, according to bro...
Foreign banks in China, particularly thinly capitalised branches that are not locally incorporated in the country, greeted a decision by China’s banking regulator to postpone rules aimed at limiti...
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Dow Jones has integrated a currency hedging mechanism into its benchmark commodities index to meet demand from non-US dollar investors
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
Meeting the calls
Inflation-linked structured products attracting UK investors
High natural gas supply, weak prices to continue; non-investment grade producers to suffer as current hedges roll off
Volatility remains muted despite unrest in Asia, says Deutsche Bank
Carbon derivatives pricing: an arbitrageable market
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.