Equity hedges protect Munich Re from vol spike
Effective equity hedging helped Munich Re weather market volatility in the first quarter and improve its net balance of derivatives on the year.
The insurance giant posted net derivative liabilities of €17 million ($20 million) in March, a 95% reduction from the €345 million reported the same quarter a year ago. Munich Re said the improved balance was the result of a surge in value of its outstanding equity derivatives following the market correction earlier this year, which helped counteract
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