Corporate hedging in foreign exchange and other asset classes, notably commodities, has become the subject of heated debate during the past year following major derivatives losses reported by listed companies in the region. These losses were often described as 'hedging losses' and ran into billions of US dollars. The scale of the losses has led to calls from some market commentators for companies to stop hedging altogether so as not to suffer potential hedging losses in the future.
The week on Risk.net, October 6-12, 2017Receive this by email
- SGX, HKEX expect to be among first wave of Mifid II equivalence
- Leaked EU doc could shield legacy swaps from clearing grab
- Quantile, TriOptima face off in cleared swaps compression battle
- ABS set for revival under US Treasury’s liquidity buffer plans
- Quants stymied by lack of alternative risk premia flows data