Basis Risk: Calculating Hedge Effectiveness Sponsored by OpenLink
As the bundled cost paradigm for hedging products gives way to an unbundled model, market participants will need new tools and analytics to calculate hedge effectiveness and determine the best hedging strategies. This TabbFORUM Spotlight Series, sponsored by OpenLink, examines the expanding universe of hedging products, how they will compete for adoption, and the technology required to arrive at optimal hedging decisions.
23 Dec 2014
This article originally was published on Dec. 16, 2013. In many aspects, the final version of the Volcker Rule is remarkably similar to the proposed version. One significant and welcome...