The professional energy community will gather in London for four days of cutting-edge discussions and networking with fellow industry peers at the 20th annual Energy Risk Summit Europe.

Structured Products runs three global awards programmes - for the Americas, Asia, and Europe - to celebrate excellence across the structured products markets.

This white paper examines the interplay between the challenges and opportunities afforded by the growing breadth of digital channels offered by financial institutions.

Target Redemption Forward - Kantox

This white paper addresses organisational approaches to third party risk management and due diligence. Now in its eleventh year, the RiskTech is globally acknowledged as the most comprehensive independent study of the world's major players in risk and compliance technology.

This report updates the Chartis report Solvency II Technology Solutions , focussing on risk management systems for the insurance industry. Chartis is the leading provider of research and analysis on the global market for risk technology and is part of Incisive Media. Lourenco Miranda Buy now Landmarks in XVA: From Counterparty Risk to Funding Costs and Capital Dr.

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Clever approach to options pricing buoyed UK bank during Brexit uncertainty. Market participants fear new approval requirements will hinder structurers. Some companies "may run out of cash"; regulators said to be looking at new restrictions. FSC chairman says the regulator's focus is not "the domestic banking sector's profitability".

Closer scrutiny as they emerge could help avoid nasty surprises. Industry well prepared for renminbi turbulence after learning lessons of China central bank intervention causes unrealised corporate hedging losses. SMEs have returned to option strategies since the financial crisis but in a more nuanced way. This paper discuss efficient pricing methods via a partial differential equation PDE approach for long-dated foreign exchange FX interest rate hybrids under a three-factor multicurrency pricing model with FX volatility skew.

French bank thrives on emerging markets and exotic risk. Range accrual and Tarf variants too complex for UK SMEs, critics say.

Target redemption forward (Tarf) news and analysis articles - isycihe.web.fc2.com

Target redemption forwards declining in popularity for macro reasons. Target redemption forwards with capped loss structure set for launch. Regulator warns banks on structured currency trades as renminbi hits month lows. Events Awards White papers Research Books Jobs Newsletters Welcome My account Sign in.

Energy Risk Europe The professional energy community will gather in London for four days of cutting-edge discussions and networking with fellow industry peers at the 20th annual Energy Risk Summit Europe. Structured Products Awards Asia Structured Products Awards Asia 05 Sep Date TBC - Hong Kong, Hong Kong.

Structured Products Awards Europe Structured Products runs three global awards programmes - for the Americas, Asia, and Europe - to celebrate excellence across the structured products markets.

Digital Channel Threat Report - Derisking Convenience This white paper examines the interplay between the challenges and opportunities afforded by the growing breadth of digital channels offered by financial institutions. Risk Management Systems for the Insurance Industry - Market Update This report updates the Chartis report Solvency II Technology Solutions , focussing on risk management systems for the insurance industry.

Capital Planning and Stress Testing under CCAR Lourenco Miranda Buy now. Chris Kenyon and Dr Andrew Green Buy now.

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Job of the week. Awards Currency derivatives house of the year: HSBC Risk Awards Clever approach to options pricing buoyed UK bank during Brexit uncertainty 25 Jan Awards Bank risk manager of the year: Structured products Corporates face 'disaster' on renminbi Tarfs, say traders Some companies "may run out of cash"; regulators said to be looking at new restrictions 22 Jan Regulation Taiwan clamps down on Tarfs over financial stability fears FSC chairman says the regulator's focus is not "the domestic banking sector's profitability" 19 Nov Structured products Regulators should beware structured product bubbles Closer scrutiny as they emerge could help avoid nasty surprises 17 Nov Currency derivatives RMB fall forces Chinese corporates to rethink hedges Exporters dump forwards; others hedge for the first time 21 Oct Structured products Taiwanese banks reinvigorate Tarf market hit by loss and scandal Industry well prepared for renminbi turbulence after learning lessons of 19 Aug Derivatives Corporates face paper structured forex losses from RMB slide China central bank intervention causes unrealised corporate hedging losses 13 Aug Derivatives Exotic forex option losses in still haunt market SMEs have returned to option strategies since the financial crisis but in a more nuanced way 20 Jul Risk management An efficient numerical partial differential equation approach for pricing foreign exchange interest rate hybrid derivatives This paper discuss efficient pricing methods via a partial differential equation PDE approach for long-dated foreign exchange FX interest rate hybrids under a three-factor multicurrency pricing model with FX volatility skew.

Currency derivatives Currency derivatives house of the year: BNP Paribas Risk Awards French bank thrives on emerging markets and exotic risk 12 Jan Currency derivatives Consultants fear mis-selling as forex brokers discover new options Range accrual and Tarf variants too complex for UK SMEs, critics say 06 Oct Foreign exchange Low volatility boosts discrete knock-out sales Asia-wide Target redemption forwards declining in popularity for macro reasons 25 Sep Foreign exchange Tarf crackdown forces Taiwan banks to offer alternatives Target redemption forwards with capped loss structure set for launch 17 Sep Currency derivatives Tarf trouble in Taiwan: Sliding renminbi threatens heavy losses Taiwan's regulator warns banks about structured hedges 08 May Currency derivatives Taiwanese banks face funding hit on renminbi-linked Tarfs Regulator warns banks on structured currency trades as renminbi hits month lows 25 Apr Contact us Advertising About Incisive Media Terms and conditions Privacy and cookie policy RSS.