Hedging
EU insurers and structurers clash over Priips cost disclosure
Industries disagree over which of two proposed approaches should be used
EC urged to exempt insurers from central clearing
Need for cash collateral could encourage pro-cyclical investing, industry says
Cutting Edge: Co-simulation of risk factors in power markets
A simple but realistic model to co-simulate the time series of temperature, electricity load and prices is proposed
'Rollercoaster day' in Hong Kong stresses dealers' exotic books
Autocallable knock-in levels under pressure but losses averted
Newcomer of the year: Huntington Bank
Regional bank’s commodity hedging desk flourishes amid retreat of larger dealers
Risk manager of the year (utility): GDF Suez Trading
Internal and external clients benefit from utility’s risk management skills
Risk manager of the year (sovereign): Mexico’s Ministry of Finance and Public Credit
Oil hedging stabilises Mexican state finances amid price crash
Electricity house of the year: Citi
Bank continues to provide liquidity despite tough markets and extreme weather
US shale boom poses challenge to Henry Hub benchmark
Disconnect with eastern US prices generates enthusiasm for regional hubs
EU commodity position limits prove tricky to hammer out
Energy companies worried by lack of detail on how Mifid II rules will work
Quant ideas: Building a better LNG forward curve
An overview of effective methods for constructing long-term LNG forward price curves
Oil rout roils E&P and airline hedging strategies
Price dive rewards producers with cautious risk management practices
Australian miners embrace options to hedge currency fall
Miners facing falling commodity prices and a depreciating Australian dollar
Banks claim trading book rules will hit hedges
Regulatory measures of risk would leap 133% for some positions, warns ING
Dodd-Frank reporting lets traders prey on hedgers
Hedging transactions by end-users exposed by CFTC reporting rules
Adapting to change in agricultural commodities markets
A swap dealer’s products and services should offer the necessary flexibility and control to respond in real time to market volatility and changing business dynamics
Hedging commodity exposure in international markets
Sponsored feature: CME Group
Pricing and hedging variance swaps on a swap rate
A pricing tool for fixed-income volatility products is introduced
E&P firms restructure hedges amid oil price plunge
Upstream companies look to cash in on in-the-money positions
Taiwan to relax derivatives trading rules for life insurers
Regulator sees more advantages than risks in relaxing the rules
Pension funds fear hedging clampdown in Austria
Local Ucits rules use narrow definition of a hedge
JCRA: A collapse in the cost of credit
Credit charges have dropped to pre-crisis levels, says consulting firm's CEO