Analysis
FVC Custom Indexes
The US accelerated strategy has consistently outperformed the S&P 500 index in the past six months, while the protected strategy has delivered only modest gains
Valid Assumptions Required: an analysis of VaR for energy markets
In this 10-part series, Brett Humphreys takes a fresh look at the widely used risk measure value-at-risk (VaR), urging risk managers to be more aware of the many assumptions that go into the calculation to produce the VaR number.
Product performance
Comparing principal-protected, accelerated growth and reverse convertible products with September 2009 strike dates
Market snapshot
Tim Mortimer of Future Value Consultants looks at the pricing issues for structured products in different markets and provides his trade of the month
Euro should not covet reserve role
Panellists in a new CentralBanking.com web seminar say becoming a reserve currency would hamper recovery
Tres Amigas could play same role as Henry Hub
Transmission issues continue to dog US green energy revolution. Connecting the three major grids aims to allow renewable energy to be shipped between states, writes Pauline McCallion
Gazprom sates China demand at US expense?
As Gazprom forms closer ties with China for the sale of its gas, Lianna Brinded asks whether the US could soon be forced to pay higher prices for its gas imports