Description
- How do institution investors hedge risk?
- What hedging vehicles are used by institutions?
- Current inflationary and geopolitical pressures and their impact on the structure of investment portfolios over the short-term, medium-term, and long-term
- Key takeaways for building more resilient portfolios
Speaker: Esther Yang
Seasoned derivatives trader with eighteen years of capital market and risk management experience in large insurance and investment firms.
Esther designed and implemented hedging and yield-enhancement strategies using a wide range of derivatives and liquid cash instruments including US treasuries, reverse repo, sovereign debts, futures, FVA, interest rate swaps, swaptions, caps and floors, equity index options, total return swaps, variance swaps, FX forwards, and G10 FX options.
With her knowledge in the cross-asset volatility market, Esther advised clients on the methods and timing of entry/exit hedges based on market intelligence, particularly during market turbulence. She designed and executed hedging strategies for equity-indexed and variable annuities in compliance with insurance regulations. In addition, Esther provided knowledge and experience of liquidity of various market instruments in designing cliquet, digital, rainbow, and inflation-indexed annuities products that are reasonably priced with appropriate hedges.
Date and Time
Sat, Apr 23, 2022
8:00p - 9:00p EST