Basis Risk: Calculating Hedge Effectiveness Sponsored by OpenLink
As the bundled cost paradigm for hedging products gives way to an unbundled model, market participants will need new tools and analytics to calculate hedge effectiveness and determine the best hedging strategies. This TabbFORUM Spotlight Series, sponsored by OpenLink, examines the expanding universe of hedging products, how they will compete for adoption, and the technology required to arrive at optimal hedging decisions.
2014 TOP STORIES: Reporting and Recordkeeping Under the Volcker Rule
Kayla Kayla, Tree Consulting23 Dec 2014
This article originally was published on Dec. 16, 2013. In many aspects, the final version of the Volcker Rule is remarkably similar to the proposed version. One significant and welcome...
Opinion & Analysis
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2013, The Year the Swap Market Changed
(Clarus Financial Technology, Amir Khwaja)
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Did You Forget About the Volcker Rule? – Part 4: Market-Making and Hedging Exemptions
(G. M. Bollenbacher& Co., Ltd., George Bollenbacher)
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The Growing Regulatory Pressures on Commodities Markets
(SunGard, Matthew Healy)
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FCMs: Is Bigger Better?
(Formerly TABB Group, Matt Simon)
News
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Goldman’s Marcus targets over 50s with Saga tie-up
('Financial News)($')
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Options Crowd Bets on March Fed Taper
('Barron's)($')
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Investors Look to Cheap Hedges Ahead of Fed Announcement
('WSJ)($')
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Detroit Seeks to Pay UBS, BofA $230 Million to End Swaps
('Bloomberg')
What’s Behind the Metals Warehouse Debate?
Kayla Kayla, Tree ConsultingThe role of investment banks in the physical commodity markets has stirred a major regulatory controversy in recent months that has prematurely put misdirected-blame on the banks. The debate has...
ContinueAdditional Resources
- OTC Derivatives Markets: Staging a Recovery
Celent, Anshuman Jaswal
- European Interest in US Options: Factors Driving Renewed Demand
(Andy Nybo, Miami International Holdings)
- The Role of Banks in Physical Commodities
IHS Global