Purchase of RenRe Energy Advisors could lead to new weather hedging tools for renewable energy
The European Market Infrastructure Regulation will force non-financial counterparties to clear trades in over-the-counter derivatives once they reach a set of notional thresholds. And despite their ...
Ferc penalties against Barclays and other banks expected to bolster compliance with market manipulation rules
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Stella Farrington articles
Last month’s court ruling against the US Commodity Futures Trading Commission’s position limits rule once again highlighted the uncertainty around regulation that players in the energy market are having...
ETRM Software House of the Year, Asia: Triple Point Technology
Calculating CVA at trade and portfolio levels
Marketing of renewable energy - The German market: a case study
Hungry for hedging
Taking the long view
The importance of communicating hedging objectives
To build or to buy?
Implications for valuation and risk management of spread options
In safe hands?
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.