Steps on position limits and de minimis threshold seen as "great news"
Fragmented shale oil market yet to coalesce around one pricing point
Rules are uphill battle for non-financial firms, says compliance chief
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Delta Air Lines sees fewer counterparties for bilateral trades
SolarCity deals show potential and pitfalls of new asset class
Oil firms turning to LLS, WCS, Mars and Midland for hedging exposures
O’Connor to lead bank's North American commodity finance effort
Dodd-Frank Act to boost CFTC war on market abuse, says Meister
Departure from firm in 2002 was ‘right decision’, says former CEO
Power and gas traders bemoan ‘seventh prong’ in Dodd-Frank rules
Weather-driven volatility highlights need for risk management
Shortfall in biggest power market exceeds $1 billion since 2010
Ferc investigation triggers unusual public defence by obscure power trading firm
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.