SEO News

Volatility Finance

RSS
  1. CVA hedge losses prompt focus on swaptions and guarantees

    It will take a little bit of time for banks like us and others to bring this to our finance departments, risk departments and so on. Speaking at the Risk USA conference in New York on October 22, Deutsche Bank's group chief risk officer, Stuart...

  2. Risk managers debate at Energy Risk USA conference

    Helyette Geman, director of the Commodity Finance Centre at the University of London, also looked at the ins and outs of managing both financial and physical assets in the commodities space. Among the speakers in this stream on day one, Kevin...

  3. Energy firms face capital adequacy squeeze

    I think there will be wide-ranging effects on all aspects of business, including the operational and investment policies of firms," says Craig Pirrong, professor of finance, and director of the Global Energy Management Institute at the Bauer...

  4. Uncertainty over CFTC position limits

    Swap dealers would be constrained in their ability to manage risk and that's going to limit the liquidity they can supply to the OTC market," says Craig Pirrong, professor of finance and director of the Global Energy Management Institute at the...

  5. EU regulators ready to act in concert?

    If we stick to that, it should be possible to reach a compromise,” says Eddy Wymeersch, chairman of the supervisory board of the Belgian Banking, Finance and Insurance Commission (CBFA) in Brussels, and chairman of Cesr.

  6. Energy companies face up to clearing requirements

    Testifying before a Commodity Futures Trading Commission (CFTC) hearing on energy position limits and hedge exemptions on August 5 last year, Elliot Chambers, corporate finance manager at Chesapeake Energy, revealed the firm had a negative mark-to...

  7. Sparring over global valuation

    As such, it is little surprise a concept championed by Claudio Albanese, visiting professor of mathematical finance at King’s College London, has attracted strong criticism from parts of the quant community.

  8. Subdued times for buyouts

    Even a large scheme up to £10 billion, if they’ve closed to new entrants and accruals, then, after a couple of years, the pressure from the board and the finance director will start building up to ask ‘why have we still got this volatility on our...

  9. Oil & Products House of the Year: Société Générale Corporate & Investment Banking

    In short, SG CIB has delivered to us what we needed and more, both in structured finance and derivatives. Last year everyone was expecting volatility to settle down and reach normal levels,” says Frédéric Lasserre, head of commodity research at SG...

  10. Martin Currie Absolute Return Fund - Japan Fund: Martin Currie Investment Management

    The RoE of corporate Japan as measured by the finance ministry has doubled between 1998 and 2008 from a low of just over 4% to 8%. These returns, Temperley and Donaldson point out, were delivered while maintaining a low-risk profile: the volatility...

  11. Software Survey 2009

    The firm's Structured Finance Platform for the management and administration of structured finance portfolios enables the streamlining of operational control of complex cashflows linked to structured assets, along with their associated derivatives...

    Published
  12. Islamic inroads

    Some governments have sought to boost the Islamic finance markets in their jurisdictions. It is such acceptance of sharia-compliant replicated stock borrowing and lending by regulators such as the SC and the SEC that has enabled the establishment...

    Published
  13. On the move

    Nelson Batubara joins Standard Chartered in a newly created position as Indonesia head of CTA from the commodity finance team at Rabobank in Jakarta. Sunaga will run corporate finance, equity finance and M&A at Barclays Capital and was most...

    Published
  14. Death by CDO

    The Thai government, via the Ministry of Finance's Financial Institutions Development Fund (FIDF) held a 42% stake following the share issue. Given the volatility in the markets, the weaknesses in the investment portfolio may have surfaced almost...

    Published
  15. Deals of the Month: Staples

    The purpose of the deal was, in part, to take out a $3 billion bridge loan to finance the acquisition of Dutch office supplier Corporate Express, which was completed in early July. There were periods in January when we had extreme equity volatility...

    Published