markets, the available tools for credit risk management with a special focus on clearing, CDS, the hedging and pricing of …

If the creditworthiness of a counterparty is a derivative of a commodity price, there is the potential to have right … stage I subsume various models for optimal hedging under one general co-integrated model. In a worked example three models …

further exacerbated by income volatility caused by international commodity price fluctuations, while directional hedging, as a … favourite policy response, has been both costly and ineffective. We propose efficient and effective volatility hedging … contribution is a dynamic overlay futures hedging strategy with substantial reduction in hedging cost. Second, we account for …

We study how risk management through hedging impacts firms and competition among firms in the life insurance industry … face costly external finance increase hedging after staggered state-level financial reform that reduces the costs of … hedging. Post reform impacted firms have lower risk and fewer negative income shocks. Product market competition is also …

This paper analyzes optimal hedging of a tradable risk (e.g. price risk or exchange rate risk) with forward contracts … noise, cross hedging and speculating on the real risk premium are conflicting objectives; the level of relative risk …

hedge ratio. Extensive out-of-sample tests give insights in the practice of hedging various cryptos and crypto indices … dependence structures between BTC-not-involved assets and the futures. As a consequence, results of hedging other assets and …

effect on the hedging behaviour against the counterparty. As the current regulatory frameworks explicitly formulate any … capital relief motives and provides a viable hedging instrument beyond receiving coverage through collateral. …

Hedging being a predominant financial concern, is considered as a robust method of managing investment risks …. Literature evinces that the covered call strategy provides nominal returns alongside effective hedging. However, studies have not … compared the hedging effectiveness of covered call, covered put, collar, and synthetic long call strategies in the equity …

hedges. For a typical sample firm, pass-through and operational hedging each reduce exposure by 10% to 15%. Financial hedging …