Feature
Morgan Stanley crowns King as head of oil liquids
Other commodities moves at BAML, Freepoint, GDF Suez & Goldman Sachs
Variable annuity sales recover in Japan as insurers revise hedging strategies
Simplified product design and buoyant equity markets combine to revive Japan VA market
Firms expect power market coupling to have tangible impact
Market participants expect to see lower vol and cross-border spreads
Applied risk management series: Active VAR management
How to actively manage the value-at-risk of energy derivatives
Banks battle for share of burgeoning Asia repo market
Basel III pushes US and European banks to Asia
Counting the cost of reform – Isda end-user survey
Systemic risk is down, but not due to G-20 reforms, say end-users
The black art of FVA, part II: Conditioning chaos
Banks under pressure to join JP Morgan and others that have embraced FVA - but complexity is huge and consensus elusive
Volatility suppression eases fears of emerging markets contagion
EM volatility remains contained – for now
SEC mistaken to assume ETNs are retail products, say critics
Regulator urged to focus on sophisticated and institutional investors
Green indexes: a sustainable future?
Differing selection criteria mean some ethical indexes are purer than others
Pro bono banking: The rise of risk solutions groups
Cross-asset groups are increasingly in vogue, but patience is key
OTC reforms: Numbers only tell part of the story
Derivatives reform glass is half-empty for regulators
Dealers push ‘margin-sharing’ as answer to collateral crunch
Approach would be twice as efficient as planned uncleared margin regime, dealers claim
Foreign banks say new Fed rules could force them out of repo markets
Repo and securities lending “will be the first casualties of the new Fed standards”
American hedge funds dominate AUM
US hedge fund market is four times the size of the UK's
Polar vortex revives interest in gas and power hedging
Weather-driven volatility highlights need for risk management
China looks beyond commodity derivatives with equity options launch
New equity options on two exchanges
Costs of forex manipulation could be worse than Libor
Total bill from penalties and lawsuits could reach “tens of billions,” some estimate
Europe’s high yield new issuance “lacks fundamentals”
Investors chasing returns risk defaults
How to game a Sef: Banks fear arrival of arbitrageurs
Liquidity could suffer if sharp practice takes root in Sef markets
Using the Orsa in Asian enterprise risk management
How Asian insurers can take the ERM function to the next stage
Liongate: hedge fund regulation impacting returns
'40 Act and Ucits restrictions risk stifling entrepreneurial spirit of the hedge fund industry
Canadian mortality data highlights longevity challenge for pension funds
Longevity risk transfer market must overcome fundamental issues
Insurers ramp up emerging risk management
Companies are setting up research teams to spot new risks