Energy Broker of the Year, Asia: BNP Paribas Commodity Futures
Crude oil has had another bumpy ride this year and so, therefore, has every corporation and sovereign nation that hasn't hedged its exposure to the commodity. Brent crude – now the preferred global...
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
More Stella Farrington articles
A Kirk’s and a Bachelier’s formula for three-asset spread options
Vermont senator Bernie Sanders unleashed a furore last month when he posted confidential US Commodity Futures Trading Commission data on his website showing the names and aggregate positions levels of...
A recent proposal to implement a capacity mechanism in the UK has sparked concern that government intervention could stifle infrastructure development.
This paper deals with volatility estimation in commodity markets. Piotr Grzywacz and Krzysztof Wolyniec note that energy commodities have many time (volatility) scales, which has dramatic implicatio...
A picture gallery of the 15th annual Energy Risk Awards held in Houston
A photo gallery with pictures of the winners at this year's London Energy Risk Awards dinner
The revised proposal for the Capital Requirements Directive (CRD) presented by the European Commission (EC) on July 20 has sparked serious concerns among energy companies, traders and exchanges
Franklin Templeton’s Mark Mobius says Russia is his current emerging market of choice, in particular oil and resources companies, and suggests concerns over corporate governance are misplaced
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.