Technical papers/Foreign Exchange
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 Technical papers/Foreign Exchange articles
Zurich Financial Services recently launched its second bull/bear product in the UK, the Guaranteed Account 8. An added twist to the bull/bear structure is a 50% barrier, which only one other UK issuer has used before within a similar structure
The Samuelson Effect – backwardation in the term structure of forward volatility – can lead to valuation inaccuracies. In capturing the Samuelson Effect in energy derivatives valuation, analysts have tried both historical approaches and those that...
Deutsche Bank provides services in 74 countries worldwide. The number of PEPP certificates, which have similar payout structures to protected trackers, represent a small proportion of current issues by the German bank, which are predominantly discount...
How does one produce positive probability of default estimates if there are no default observations? Katja Pluto and Dirk Tasche propose a statistically based methodology to derive non-zero probabilities of default for credit portfolios with none or very...
Uno-e is an online bank set up by as a joint venture between Grupo BBVA and Terra Networks, a Spanish ISP. Grupo BBVA is the majority shareholder with a 67% holding. It is a five-year-old business and one of Spain's most active online providers
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
Sweden, 15th Dec 2013
USA, 10th Dec 2013
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
Updating your subscription status
Risk iPad and iPhone Apps