Derivatives – Page 5

Special Report

Don’t write off CDS just yet

January 2009 (Magazine)

Despite the knocking credit default swaps have received because of the credit crisis, David White finds they can still offer a useful hedge against risk

Special Report

ICAP recommends reforms to OTC

January 2009 (Magazine)

A recent report argues the OTC market should improve price transparency but should not move to an exchange traded basis, says Lynn Strongin Dodds

Special Report

A guide to counterparty risk

January 2009 (Magazine)

Mark Petit and Jeroen van der Hoek of Cardano explain the nature of counterparty risk in some of the most common over the counter (OTC) transactions and discuss how investors in OTC markets have fared in these testing times

Special Report

NPRF separates commodity risks

January 2009 (Magazine)

The default of swaps provider Lehman Brothers in October 2008 sent shockwaves through the investment community and made some investors re-examine their commodity swaps positions. One of those affected was Ireland’s National Pensions Reserve Fund (NPRF). With a benchmark allocation of 2% to commodities and forestry, it currently has all ...