Trading frequency and volume in container freight derivatives has grown rapidly lately. One interesting development is the use of long-term index-linked contracts combined with the use of container freight swaps for price risk management.

Here is a short discussion about this subject in the Journal of Commerce of May 10, 2012: http://www.joc.com/container-shipping/mol-executive-shippers-seek-out-long-term-deals>

Over the coming weeks we will be taking a look at some of the latest developments in risk management in shipping, including

♦  Portfolio models
♦  Open Source software
♦  Container freight derivatives
♦  Outsourcing risk management
♦  Credit risk information exchange
♦  Risk appetite and investment boundaries
♦  Optimal allocation of risk capital