Berkshire Hathaway
Quants search for way to size crypto bets
Standard models say as much as 4% of a diversified portfolio could go into digital assets
Berkshire Hathaway outruns index puts it sold pre-GFC
Options that netted Warren Buffett’s company hefty premiums would be worthless at end-2021 market levels
Berkshire Hathaway’s put option liabilities climb
Fair value liability climbed to $1.6 billion at end-June
Stock-picking finds unlikely champion in ex-Winton CIO
Matthew Beddall’s Havelock restyles value investing for the big data age
Berkshire Hathaway dinged $300m by equity index options
Derivatives have netted conglomerate $2.2 billion in gains since 2004
Bernardino: systemic reinsurers should get no special treatment
Eiopa chairman speaks to Risk.net on G-Siis, derivatives use and regulation of securities financing
Practitioners must take risk measures with a pinch of salt
Buffett's warning on perils of volatility is well justified, argues Kaminski
Dollar investment grade (financial) deal of the year – Berkshire Hathaway
Dollar investment grade (financial) deal of the year – Berkshire Hathaway
Doubt over opportunities for new monolines
With financial guarantors hit by a raft of downgrades in recent months as a result of exposures to subprime mortgage-linked securities – restricting their ability to generate new business - several new players are waiting in the wings to fill the void…
SG to offer UK retail investors exposure to China
French investment bank SG, part of Société Générale, will offer UK retail investors exposure to the performance of Chinese equities from tomorrow with the launch of a new warrant linked to the Hang Seng index.
Energy firms find succour
US energy company debt has reached critical levels, with nervous investors and banks working hard to keep these companies afloat. But Paul Lyon finds the secretive hedge fund industry could also lend a helping hand
Derivatives are “time bombs”, warns Buffett
Derivatives are “time bombs” for the parties that deal in them and for the economic system as a whole, high-profile US investor Warren Buffett warned yesterday.