As life insurers increase their exposure to infrastructure, Blake Evans-Pritchard reports on the different ways in which they are approaching the asset class
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Bordering on chaos
Proposals on proposals
Room for improvement
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The perennial challenge for insurers and reinsurers is to make certain that the assets they hold will cover all their present and future liabilities. Traditionally, companies have sought to manage t...
For metals, the past 12 months were marked by plummeting gold prices, directionless markets in base metals and heated rows over the London Metal Exchange’s warehousing system. Despite this, the to...
The past 12 months proved tough for energy dealers, with low volatility, poor liquidity and sluggish levels of client activity. Given this, some banks decided to scale back their commitment to the m...
Today, regulation is a fact of life for OTC commodity derivatives traders. But in April 1994, it was somewhat novel, as Energy Risk reported at the time
The history of energy trading is littered with losses, bankruptcies and other misfortunes that now serve as cautionary tales. Alexander Osipovich looks back at the biggest energy risk management dis...
Sebi tries to exert greater control over foreign investment by tightening rules governing P-note issuance and streamlining foreign investor approval process
People: SEC names new head of complex products unit
Rise of the chameleons
Ex-lawyer turned financial adviser, author and advocate for the industry, Regatta’s Eric Greschner talks to Yakob Peterseil about the inroads structured products have made in the US, the work he i...
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.