Feature/Commodities
Swiss Re closes first round of catastrophe risk securitisation
Swiss Re Capital Markets has closed the first round of an innovative $2 billion natural catastrophe risk securitisation programme. The multi-peril, multi-year programme is known as Pioneer 2002, according to a catastrophe risk investor, who wished to…
Aquila cuts energy staff, seeks partner
US energy company Aquila, which announced plans to wind down its energy derivatives trading book yesterday, took a large step towards doing so today by letting go 44% of its Merchant Services energy risk management workforce worldwide, including 71 of…
Risk 2002 USA: Convergence opportunities growing
Growing product crossovers between the insurance sector and the derivatives markets have provided a range of attractive risk transfer opportunities, according to participants in a panel discussion on convergence at Risk’s 8th annual US congress in Boston…
Weaving an integrated solution
A treacherous credit environment and growing awareness of the danger of credit and market risk correlation have convinced financial institutions that they need to evaluate these exposures together. To get a unified view, will they need to adopt unified…
Macro finance: the bigger picture
Country risk
Integrating market correlation into risk-adjusted return
Hedge fund investing
Examining market influence on credit risk
Currency correlations
Europe and Asia see strong growth in weather hedging – WRMA survey
Europe and Asia saw a significant rise in the number and value of weather risk derivatives contracts traded last year, with the market overall seeing a shift from pure temperature-related contracts to other forms of protection such as rain, snow and wind.
Finding a solution to the credit problem
Credit Risk
Proper procedures
Credit Risk
Heeding the warning signs
Credit Risk
A whole new ball game
Credit Risk
Demystifying credit risk
Credit Risk
Higher or lower?
Credit Risk
Sweetening the deal
M&A insurance
The risk transfer shell game
Credit derivatives
Breaking through basket credit default swaps pricing
Sponsor’s statement
Lessons Emerging from Disaster
Web access to market data and other tools could trim costs of maintaining redundant office space.
Weaving an integrated solution
A treacherous credit environment and growing awareness of the danger of credit and market risk correlation have convinced financial institutions that they need to evaluate these exposures together. To get a unified view, will they need to adopt unified…
Industry On Alert
A joint finance-technology-government effort to safeguard the market infrastructure has already resulted in a secret command center and preliminary guidelines for industry-wide best practices.