Derivatives
Variable annuity products must avoid the derivatives witch hunt
Variable annuity products must avoid the derivatives witch hunt
Libor/OIS spread challenges insurers' risk management programmes
Spread carefully
Insurers 'should be exempt from initial margining requirements' on ALM hedges
No economic need for initial margin on non-centrally cleared derivatives, argues Insurance Europe
Breaking break clauses
Breaking break clauses
Solving systemic risk in harmony
Regulators face an uphill task fixing the plumbing of global financial regulation, but an organisation waits in the wings ready to be tasked with the job of marrying up the connections
Zombie firms are first Dodd-Frank major swap participants
Only registrants to date are MBIA and Cournot Financial Products – firms that have not traded derivatives since 2008
Thailand insurers shun interest rate derivatives for RBC liability hedging
Derivatives and structured products remain unpopular with Thai insurers looking to hedge their liabilities following the introduction of a risk-based capital framework
DVA for assets
DVA for assets
Robust hedging of withdrawal guarantees
Robust hedging of withdrawal guarantees
Wrong-way risk, credit and funding
Wrong-way risk, credit and funding
Risk & Energy Risk commodity rankings 2013: Metals
Losing bearings
Risk & Energy Risk commodity rankings 2013: Energy
Kinetic energy
US tax proposal targets derivatives' 'phantom income'
A tax proposal from the US House of Representatives would raise taxes for individual investors on their derivatives holdings
Proposed derivative restrictions for Singapore insurers to have a limited impact
New MAS proposals to unify investment guidelines for all insurers, and in doing so limit derivatives usage, will not affect existing investment policies for insurance firms
Rational shapes of local volatility
Rational shapes of local volatility
DVA for assets
DVA for assets
EU Parliament poised to reject two Esma technical standards on OTC derivatives
Parliament is unhappy with the treatment of corporate end-users, and could require Esma to redraft standards
Moves to liberalise domestic derivatives in China
The derivatives door opens
Railroad indexing to API 2 could help US coal exporters manage risk
Link to API 2 could make exports look more attractive and reflects growing participation in coal market by US firms
Insurers look to negotiate CSAs ahead of new clearing rules
Support structures
Bucking the trend: Derivatives market liberalisation in China
Bucking the trend
Insurers gear up for new derivatives clearing rules
All clear ahead