Linn Energy, once fêted as a leader in risk management, is under scrutiny by US regulators for its derivatives accounting practices – something that is casting a shadow over other master limited partnerships...
Some Ucits-compliant structured products look set to be deemed complex under new Mifid proposals. Jürgen Vandenbroucke proposes a more sophisticated way of classifying complexity in structured products...
Use of put spreads in oil hedging programme leaves Mexico dangerously exposed to low oil prices if global economy sinks
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 Put option articles
The generalized capital asset pricing model based on mixed conditional value-at-risk (CVaR) deviation is used for calibrating the risk preferences of investors. Risk preferences are determined by coefficients in the mixed CVaR deviation. The corresponding...
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
Deutsche Bank says the luxury goods sector is especially promising in the current financial climate, while Bank Vontobel in Switzerland has launched its fifth structured product based on a basket of luxury and fashion goods
Helping banks by purchasing stock will create moral hazard, says Bank of Japan director-general
For most investors and advisers, structured products are about risk control, which explains the appeal of capital-protected notes and super-tracker products. Reverse convertibles, by contrast, are an aggressive, high-yield product that includes significant...
Raffeisen Centrobank has issued reverse convertible notes linked to the Euro Stoxx 50 Index. Fixed annual coupons are on offer, with risk to capital dependent on whether a relatively low barrier is breached
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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