Sovereign bonds

Equity volatility backlash

Taking a long equity volatility position is a favourite macro hedge for risk managers and traders across asset classes, but the trade doesn’t always work as expected. How has the volatility experienced in May and June affected macro hedging? Joel Clark…

Insurers reappraise forex risk

Increasing currency volatility has prompted a reappraisal of insurers’ foreign exchange hedging approach – a phenomenon that will be accelerated, particularly in the Nordic regions, with the advent of Solvency II. Laurie Carver reports

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