Hedging
General Motors embraces hedge accounting change
Automaker ramps up cash flow hedging in wake of FASB update
Ford reports $204 million derivatives charge
Foreign exchange and commodity contracts fall in value
EU shelves limits on structural FX hedge exemptions
Basel rethink on FRTB capital ratio hedging prompts fresh questions over EU implementation
FRTB threatens dynamic forex hedging of capital ratios
Industry says recent Basel proposals are unclear and retain burden of pre-approval for hedges
Top UK banks slash CVA capital charges by £680 million
Hedging, market movements, and cuts to exposures behind reductions
Stephane Mattatia to leave Societe Generale
Equity derivatives structuring veteran jumps ship for rival bank
Power to the people: US bourse bets on retail rush into swaps
Eris Exchange hopes retail access to its swap futures will usher in new era of swaps for all
Power traders slam Spain’s mooted plant closure rules
Tougher closure criteria would distort power prices and harm functioning of the market, say traders
From BAML to UBS: how 15 banks stack up on ‘last look’
Disclosures show striking differences on pre-hedging, hold times and trade acceptance
How Asia’s structured products dodged equities sell-off
Dealers deserve praise for improved structures, greater diversification and better risk transfer
Volatility trap: how gamma roused a market monster
Rates market is exposed to some of the same factors that caused equity volatility to explode in February
Dollar cost averaging won't work for energy hedging
Long periods of losses make strategy impractical, says energy consultant
XIV hedging rule helped protect Credit Suisse
Swiss bank guarded against ETN’s collapse by requiring counterparties to provide hedges in exchange for new units
How energy players are reaching the limits of hedging
Commodities firms face lasting changes in 2018
Oil hedging rally slows amid backwardation
Producers pause to see if prompt price rally rolls along the curve
VM rules sound death knell for forex swaps in Europe
Market participants claim instrument was a “mythical creature” that never really existed
China’s Bond Connect set to remove trading obstacles
Launch of delivery versus payment and block allocation should stimulate onshore hedging as well
Quants find hidden currency risk in domestic stocks
Pure exposure to home equities harder to isolate than previously thought, new paper says
Dealers warn of FRTB impact on funding programmes
EMTNs issued by treasury functions may need to be moved to trading desk because of new market risk rules
Energy Risk Asia Awards 2017: The winners
Societe Generale takes finance house and research gongs; Citi picks up derivatives award