Hedging
Asian LNG derivatives trade surges on increased hedging
Expectations grow that a long-awaited Asian gas derivatives market is emerging
Dealers slam ‘nonsensical’ treatment of forex derivatives
Proposal on US swap dealer threshold rekindles debate on definition of NDFs and window forwards
New frontiers
Innovative investment opportunities are helping to mitigate risk and satisfy Solvency II capital requirements as insurers face continued economic uncertainty. Frederic Morlaye, managing director, insurance and capital management solutions, Global Markets…
No safety net for no-deal Brexit, warns BdE’s Alonso
UK banks should not rely on temporary rule waivers being granted in the event of a disorderly Brexit
Citi largest counterparty for Templeton currency hedges
Citi accounted for 23% of outstanding forwards at end-March
Hedging advisory firm of the year: Aegis Energy Risk
Energy Risk Awards 2018: Digital innovation pays off for US hedging advisory firm
European banks face forex volatility on bail-in ratios
Use of funding in foreign currencies creates new risk, especially in non-eurozone countries
Equity hedges protect Munich Re from vol spike
Net derivative liabilities fall 95% year-on-year
BP net derivative assets top $1.5 billion
Hedging instruments fair values rise while oil prices surge
General Motors embraces hedge accounting change
Automaker ramps up cash flow hedging in wake of FASB update
Ford reports $204 million derivatives charge
Foreign exchange and commodity contracts fall in value
EU shelves limits on structural FX hedge exemptions
Basel rethink on FRTB capital ratio hedging prompts fresh questions over EU implementation
FRTB threatens dynamic forex hedging of capital ratios
Industry says recent Basel proposals are unclear and retain burden of pre-approval for hedges
Top UK banks slash CVA capital charges by £680 million
Hedging, market movements, and cuts to exposures behind reductions
Stephane Mattatia to leave Societe Generale
Equity derivatives structuring veteran jumps ship for rival bank
Power to the people: US bourse bets on retail rush into swaps
Eris Exchange hopes retail access to its swap futures will usher in new era of swaps for all
Power traders slam Spain’s mooted plant closure rules
Tougher closure criteria would distort power prices and harm functioning of the market, say traders
From BAML to UBS: how 15 banks stack up on ‘last look’
Disclosures show striking differences on pre-hedging, hold times and trade acceptance
How Asia’s structured products dodged equities sell-off
Dealers deserve praise for improved structures, greater diversification and better risk transfer