Elevated WTI prices, pushed up by regional unrest, are creating opportunities for US oil producers to hedge
Margin rules proposed after the collapse of MF Global could dramatically raise the cost of hedging, complain market participants
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Alexander Osipovich articles
Amid a review of a 2003 determination by the Federal Reserve, the involvement of US banks in physical commodities has come under fire from regulators, politicians and the media. Could they really be...
The US government is planning to use the Environmental Protection Agency to combat climate change, in a move that could create new opportunities for carbon traders, according to lawyers and analysts...
Energy derivatives end-users face uphill struggle to comply with reporting rules when no-action relief expires
Record $410 million settlement demonstrates zero-tolerance approach towards exploitation of market design flaws
Physical trading by banks said to inflate commodity prices, increase systemic risk and threaten shortage of beer cans
Oil and gas firms still face compliance challenge from anti-bribery laws, despite court judgement against Dodd-Frank disclosure rules
Trading in derivatives linked to Western Canadian Select (WCS) heavy crude oil has jumped in the past few years, giving the country's producers improved opportunities to hedge. But the lack of a uni...
Alberta securities regulator acknowledges proposals on derivatives dealer registration have alarmed energy firms
The US Dodd-Frank Act envisioned a new type of trading venue for over-the-counter derivatives, known as swap execution facilities (Sefs). But in the energy markets, at least, it appears Sefs are dea...
Price reporting agencies (PRAs) are facing intense scrutiny from regulators, amid renewed allegations that their widely used price indexes are being manipulated by unscrupulous energy traders. Will ...
Commissioner says lowering futures block trade thresholds skirts the intent of Dodd-Frank
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.