Risk premia
Market-consistent equity risk premiums
Market-consistent equity risk premiums
Qantas’s head of risk: hedging programme is too conservative
Qantas Airways’ head of risk believes the company could take more risks within its hedging programme
S&P launches indexes to measure risk premiums between asset classes
Standard & Poor's has launched four indexes to measure risk premiums, which have gained a lot of interest from product providers.
E&P energy company premiums likely to rise
Energy exploration and production (E&P) companies face increased cost risks as insurance premiums could rise, following BP’s Gulf of Mexico oil spill, which forced reinsurance firms, such as Germany’s Munich Re, to shell out hefty payments
Let small fires burn
The remarkable stability of the past two decades sowed the seeds of the current crisis. In future, monetary authorities will have to be more aggressive about removing the punch bowl when the party gets interesting, argues David Rowe
Modelling credit migration
Masterclass – with JP Morgan