Risk

Even in the seemingly unlikely case that a comprehensive solution to the sovereign crisis is found, the changed regulatory backdrop is a major challenge for the banks, and probably for the economy as a whole.

Deutsche Bank has entered into a longevity swap with the Trustees of the Rolls-Royce Pension Fund. Under the agreement, Deutsche Bank will hedge the longevity exposures of the scheme

Chiefly invested in Euro bonds supplied by private issuers rated “Investment Grade1“ with maturity 1-3 years, Natixis’s FCP Crédit Euro 1-3 fund targets a performance +0.30% above the Barclays Capital Euro Aggregate Corporate Credit 1-3 index over a recommended investment period of 2 years.

According to Jean-Louis Bertrand, an expert in weather risk management with METNEXT, this risk is likely over $ 400 billion per year, comparable to the foreign exchange risk. The business demand for hedging would be in the process of structuring the market ...

According to Jean-Louis Nakamura, CIO Asset Allocation and Jerome Teiletche, Head of Systematic Strategies and Alternative Portfolio Construction at Lombard Odier, the Risk parity approach is a growing interest to pension funds ...