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Article
Overnight trading strategies
21 March 2024 - by Neil Dissanayake, Victor Huang, Ram Kelkar, Nima Shahroozi, David Schreiner, Brendan Tease, Bas Polder
The real-time risk management of futures-based hedging programs can benefit materially by expanding trading coverage to the overnight markets.
Article
Milliman Derivatives Survey 2020: Key findings
16 December 2020 - by Neil Dissanayake, Victor Huang, Ram Kelkar, Peter Lin, David Schreiner, Nima Shahroozi, Brendan Tease
This report summarizes key findings from the 2020 update to Milliman's survey of derivative usage for risk management in the global life insurance industry.