Derivatives
Melanion bets on progress of dividend futures as an asset class
As the first pure-play dividend futures hedge fund, Melanion Capital believes it has an advantage in giving investors a solid return on investment by using this new asset class to generate pure alpha
Bottleneck in buy-side reporting feared
Beware the bottlenecks
The readiness of market community in Europe to report to trade repositories
Sponsored video Q&A: DTCC
Risk awards 2014: The winners
Derivatives users had a lot on their plate last year with the rollout of new Dodd-Frank rules on clearing, reporting and trading. Firms have had to adapt to the new reality – and some have been more successful than others. This year’s Risk awards…
SABR symmetry
SABR symmetry
Differential rates, differential prices
Differential rates, differential prices
SEC names new chief of enforcement unit
New lead for SEC's complex financial instruments unit
Australian cyclone derivative ‘proves resilience of traditional cat insurance market’
Innovative weather risk transfer deal exposes limitations of ILS
Nigerian financial infrastructures increasing cooperation
If you build it, they will come
Funding strategies, funding costs
Funding strategies, funding costs
Index-based longevity solutions continue to face challenges, experts say
Basis risk continues to worry pension funds, consultants say, despite the latest attempt by Deutsche Bank to create a flexible index-based longevity hedge
Collateral management survey 2013: collateral concerns grow
Insurance Risk’s second collateral management survey in conjunction with BNY Mellon finds more insurers are taking steps to prepare for new derivatives regulation, but concerns about collateral availability are mounting
Systematic risk factors redefined
Systematic risk factors redefined
Stuck with collateral
Stuck with collateral
Derivatives House of the Year, Asia ex-Japan – Standard Chartered
Asia Risk awards 2013 winner: Standard Chartered – Derivatives House of the Year, Asia ex-Japan
Regional Derivatives House of the Year – OCBC
Asia Risk awards 2013 winner: OCBC – Regional Derivatives House of the Year
Search for new OTC underlyings gets tougher
The history of the derivatives market has been punctuated by regular attempts to find new underlyings – never an easy task. But would-be innovators now face regulatory and political obstacles too. Lukas Becker reports
Hedge backtesting for model validation
Hedge backtesting for model validation
New derivatives rules push global banks to form subsidiaries
Structural issues
Risk interdealer rankings 2013: Brokers
Steeled for consolidation
DTCC announces executive management shake-up
The Depository Trust & Clearing Corporation has announced a shake-up of its executive management team
Exposure under systemic impact
Exposure under systemic impact
Quant Congress USA: Derivatives have had negative social utility, says Dupire
Dealers have sold products their clients did not need, says top quant – and industry must refocus on legitimate risk transfer