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
This paper considers the optimal allocation problem for a pension fund. Using the liability portfolio as a numeraire, it shows that the solution involves a three fund separation theorem that provides formal justification to recently introduced liability-driven...
ABN Amro regularly issues swap rate-linked structured products in the Netherlands. This product is unusual as it has a term of only two years - the other swap rate-linked products launched by ABN Amro since 2004 have ranged between eight and 30 years...
Post Offices in the UK have allowed investment in structured products from various providers, from National Savings and Investments to Post Office Financial Services. The latest issue from Post Office Financial Services offers three- and five-year versions...
This note, listed on Amex, is part of a series of four Leading Stockmarket Return Securities (Lasers) that have been launched in the US by Citigroup since early 2004. Other series of listed notes from Citigroup include Sequins, Elks, Targets and Pacers...
West Bromwich has been offering Guaranteed Bonus Tracker Bonds since the end of 2004 in the UK. Although it has also launched income and growth, knock-outs and index-basket products intermittently, this minimum return FTSE-linked growth series has been...
Volumetric weather risk is usually levered by the commodity price, resulting in cross-commodity exposure known as a quanto. Hedging such exposure with quanto instruments is costly. Victor Dvortsov suggests a simple strategy that allows efficient hedging...
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
UK, 18th Dec 2013
UK, 12th Feb 2014
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Germany, 25th Feb 2014
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