Does your hedge do what it says on the tin?
Tuesday 13 April 2010 at 18:00
Staple Inn
Scott Eason, William Diffey, Ross Evans, Paul Fulcher, Tim Wilkins
The extreme market volatility in recent years has highlighted the importance to life companies, and other investors, of hedging market risks. However the resulting dislocations in derivative markets have also cast doubt over the ability of hedges to perform as expected during times when they are most needed. The authors will present a paper looking at the economic effectiveness of common hedging strategies during both benign and stressed market conditions, and the implications for financial reporting.
There is no need to register in advance for this event. Refreshments will be available from 5:30pm for a 6pm start. Following the meeting there will be a free drink and buffet at a nearby pub.
Attachment: 2. Presentation.mp3 (46309Kb)
Additional Attachment: 1. Introduction.mp3 (5686Kb)
Papers
This meeting is related to one or more papers. To view a paper, select the link below.
Does your hedge do what it says on the tin? by (13 April 2010)