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Commodities

Launched in 1994, Energy Risk is an online publication and in-person events company dedicated to the energy risk management and risk transfer business. 
 

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Commodity options optimised

In 2005, John Crosby introduced a very flexible framework in which it is possible to price derivatives, including exotics, on almost any underlying commodity. In this article, he shows how pricing can be done approximately 30 to 400 times faster than the…

CEIOPS looks at Solvency II developments

The Committee of European Insurance and Occupational Pensions Supervisors (CEIOPS) held its Members’ Meeting, where it addressed the development of Solvency II and approved its final “Answers to the European Commission’s third wave of Calls for Advice in…

Synthetic ABS is hot property

The emergence of credit default swaps on ABS has led to the development of an index of these securities. Nadia Damouni looks at the prospects for this rapidly evolving corner of the market

Key's home-ground advantage

Key Asset Management's funds of hedge funds have generated healthy returns, satisfied investors and, in the case of Key Recovery, won Hedge Funds Review's award for the best performing specialist FoHF over three years, on a risk-adjusted basis. David…

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