Hedging
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
Hedging iTraxx credit default swap index trading on an intraday basis: an empirical study
In this paper we examine the effectiveness of intraday hedging models for credit default swap index trading by means of more liquidly traded exchange-based futures contracts.
CDS de-correlation a threat to CVA hedging, traders warn
Fears relationship between credit indexes and constituents becoming more tenuous
Regulatory costs break risk neutrality
Regulations impose idiosyncratic capital and funding costs for holding derivatives. Idiosyncratic costs mean that no single measure makes derivatives martingales for all market participants. Chris Kenyon and Andrew Green demonstrate that regulatory…
Volcker questions remain as metric reporting begins
Industry calls for more clarity on hedging exemption
Buy-side firms ditching swaps for loans
Some buy-side firms' preference for swaps is on the wane
Interest rate hedge mis-selling bill tops £1 billion
Redress payments still rising for UK banks over unsuitable rate products
ATP ditching swaps for bricks-and-mortar hedges
Denmark’s biggest pension fund retreating from higher costs, lower liquidity
Fuel hedgers bemoan bank retrenchment from commodities
Delta Air Lines sees fewer counterparties for bilateral trades
Tail-risk hedging – Improving the return on capital
Sponsored feature: Pimco