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Infrastructure

Deciding on a future

A handful of companies are exploring how markets can improve decision-making, while academics are using futures trading to predict influenza outbreaks. Prediction markets have come a long way since the collapse of a controversial Pentagon-funded project…

Caruana to end stint as Basel Committee chairman

Jaime Caruana will step down as chairman of the Basel Committee on Banking Supervision in July, when his six-year tenure as head of the Spanish central bank expires. A Bank for International Settlements (BIS official says the Committee plans to discuss…

Isda, ICMA and TBMA form joint capital markets body

Three capital markets associations are to form a joint body that aims to streamline industry-wide co-operation between the derivatives, securities and bond markets. The Global Capital Markets Board (GCMB) will develop a common policy on market,…

DTCC continues post-trade processing push

The Depository Trust & Clearing Corporation (DTCC) has appointed Gina Ghent as a vice-president for business development. Ghent will be responsible for expanding the New York-based clearance and settlement firm’s over the-counter derivatives post-trade…

MiFID support high, despite the costs

In the first of a new series of articles surveys exploring in more detail the inner workings of the op risk and compliance disciplines, Georgina Kenyon examines the results of a recent survey into the controversial MiFID directive

A case for convergence?

With Basel II regulatory capital becoming increasingly more risk-sensitive, the value of a separate economic capital system must be questioned. Christopher Hall of Risk Advisors considers the differences between economic capital and regulatory capital,…

Questioning dollar cost averaging

When implementing a hedging strategy, the popular dollar cost averaging approach may sometimes be less prudent than the lump-sum method for managing energy risk, writes Tim Simard

At the flick of a switch

Jesper Andreasen and Martin Dahlgren present a regime-switching model for electricity derivatives that incorporates spiky spot-price dynamics and allows for closed-form pricing of forwards, options and swaptions

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