For energy traders and risk managers, operational risk extends far beyond IT and trading-systems risk to the real-world fundamentals of delivery risk, shipping delays, pipeline congestion or even a ...
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
Applied risk management series – article two
Managing operational risk
SG CIB’s €1.1bn financing for gas field in northern Russia
Lloyds’s $1.5bn secured borrowing base facility for Essar Energy
Credit Suisse’s $50m Urals Med swap with JKX Oil & Gas
Carlyle’s $125m senior debt funding for Plainfield project
BarCap’s $850m VPP deal with Chesapeake
BAML facilitates Dutch Gate LNG terminal commissioning
An introduction to energy spot price processes
Editor's letter – Costly compliance and tighter budgets
Valuation of spread commodity structures in co-integrated futures markets
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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.