Infrastructure
Capital modelling: Correlations in ESGs
Hoping to gain a competitive edge, leading life companies are demanding more control of their capital calculations, but can their ESG suppliers keep up with the demand?
Utilities shift towards longer-term hedging
US and Canadian regulated utilities are increasingly looking to put on longer-term hedges, even more than three years out in some cases. Such was one of the findings of an informal survey of the audience at a utility risk-management conference in Chicago…
More IT for MiFID
MiFID's success hinges on IT prospects, write Choongo Moonga and Phil Craig . But many in the industry are balking at the costs involved
Tullett and DTZ form property derivatives partnership
Interdealer broker Tullett Prebon has teamed up with property adviser DTZ to develop the property derivatives markets in the UK and Europe.
Sponsor's article> Yorkshire Building Society Selects SunGard For Basel II Capital Management
London, UK– November 2, 2005– SunGard today announced that UK-based Yorkshire Building Society (YBS) is extending its relationship with SunGard with the selection of SunGard’s Basel II Capital Manager for retail, wholesale and securitization credit risk…
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Editor's letter
Editorial
The urge to converge
Market view
CASAM – A unique solution in structured asset management
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Warming to exotics
Structured products
Widening the spectrum
Credit risk
Mixed signals for derivatives
Solvency reform
Harvesting potential
Profile: Hedge funds
ABI guidance long overdue
The Association of British Insurers has suggested recommendations for the marketing of structured products. But is it too little, too late? By Amanda Lee
Regulating Germany
Matthias Kurth was appointed Germany's first energy regulator in June of this year. The decisions he makes as the new Federal Network Agency president will be felt throughout European energy markets. He speaks to Oliver Holtaway
The right of refusal
Traders have learned that giving away free financial options can be costly. However, free options can take many forms. Brett Humphreys and Tamara Weinert discuss the value of a risk management option that can easily be given away
Congestion charges
As the US' premier regional transmission organisation, PJM Interconnection's pricing and transmission congestion models must be foolproof. Sandy Fielden describes how they work and the associated risk management mechanisms available to participants
Credit in the limelight
Today's business climate is pushing credit risk higher up the risk management agenda, as our Energy Credit Risk conference in New York showed. Stella Farrington reviews the event
Off to a flying start
Aviation is one of the fastest growing sectors in terms of carbon emissions, but a move by the European Commission to include airlines in the EU's Emissions Trading Scheme has alarmed some in the industry
A matter of principal
Developing term structure models can be tricky, as unknown factors and non-observable variables can affect futures prices. But principal components analysis is useful in tackling these problems. Here, Delphine Lautier uses PCA to pin down price movements…
Papering over the cracks
High energy prices are forcing pulp-and-paper makers to take action against falling profits, yet most companies are still shying away from energy price hedging. But that situation may be slowly changing. Joe Marsh reports
Credit news
News: Credit news