Tag: Hedging
Pharma in structured products (part 6): practical insights
International | Products
29 Mar 2021 by Filip Dyankov
The final part of our analysis focuses on the practical insights that can be drawn from the previous analysis.
Meet the ‘Greeks’: first order sensitivities
International | Products
25 Nov 2020 by Tim Mortimer - FVC
This article is the first of two pieces looking at the importance and role of ‘Greeks’ in structured products and derivatives.
Investec moves to de-risk trading books as Covid vol bites
International | Industry
25 Nov 2020 by Pablo Conde
The Anglo-South African bank is the latest casualty of the market volatility seen earlier this year but remains “committed” to retail structured products.
Q&A: issuers are finishing the year in the cleanest way possible
International | Industry
24 Nov 2020 by Pablo Conde
The main theme emerging in the equity derivatives world as a result of the market disruption earlier this year is risk management at investment banks.
MSCI-linked products drop despite strong quarter
International | Indices
10 Nov 2020 by Summer Wang
The index provider has reported ‘tremendous opportunity’ to licence indices to broker-dealers and banks for the creation of OTC derivatives and structured products.
Philippines regulator releases new hedging/brokerage guidelines
Asia Pacific | Regulations & Legal
23 Jul 2020 by Summer Wang & Pablo Conde
The monetary board of the Philippines central bank, Bangko Sentral ng Pilipinas (BSP) is seeking public comment on the amendments introduced to the country’s derivatives regulatory framework.
Euronext: lack of futures contracts limits hedging
Europe | Indices
21 Jul 2020 by Marc Wolterink
The exchange has collaborated with a group of banks and asset managers to launch a new Eurozone ESG index which will be the base for a range of derivatives products.
Banking entities rejoice as Volcker Rule amended
North America | Products
29 Jun 2020 by Lavanya Nair & Pablo Conde
Five US regulatory agencies have announced the modification of the Volcker Rule. Changes will contain specific exclusions and clarifications that can be of benefit to foreign and domestic banks.
EQD losses highlight earning risks, issuers remain on track
International | Products
22 Jun 2020 by Pablo Conde
The losses suffered by several banks active in global markets from their structured equity derivatives operations in Q1 2020 has highlighted ‘the vulnerability of these complex products to prolonged market dislocation’ despite better risk management, according to Fitch Ratings.
