ERM Resource |
19/06/2019 |
The Market Impact of Dynamic Hedging on Hedging Program Peformance |
Basis Risk, Basis Risk, Embedded Options, Hedging Techniques, Strategy, Variable annuities, Volatility risk |
ERM Resource |
17/05/2019 |
The new normal |
Interest Rate Risk, Interest Rate Risk, Risk Management Tools and Techniques, Volatility risk, Volatility Risk |
ERM Resource |
17/05/2019 |
Investors' Risk Appetite and Global Financial Market Conditions |
Default Risk, equity risk, Equity Risk, Liquidity Risk, Market Risk, Risk appetite, Volatility risk |
ERM Resource |
23/11/2018 |
Investors' Risk Appetite and Global Financial Market Conditions |
Default Risk, equity risk, Liquidity Risk, Market Risk, Risk appetite, Risk Appetite, Volatility risk |
ERM Resource |
29/07/2015 |
On the effectiveness of hedging strategies for variable annuities |
Credit and Counterparty Risk, hedge, Put option, Risk Management Tools and Techniques, variable annuity, Volatility risk |