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Insurance Companies’ Highly Controlled Use of Derivatives has also Resulted in Protection from the Rogue Trader Problem
tant improvements is a robust and transparent valuation process, especially for over-the-counter derivatives ... price that can be used for valuation purposes. However, the valuation of derivatives is always a challenge ...- Authors: Edward L Toy
- Date: Mar 2012
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Finance & Investments>Derivatives
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The Art of Hedging
The Art of Hedging Institutional investors seeking to hedge have no shortage of choices, and need ... VIX calls would be a more efficient hedge. The table in Exhibit 11 shows the estimated premium that ...- Authors: Christopher Metli
- Date: Aug 2015
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Systematic risk; Enterprise Risk Management>Systemic risk; Finance & Investments>Derivatives