Hetco hires top Tudor quant; Koch swipes LNG expert from BNP; Marex Spectron hires in Asia; DME recruits products and services head; RBC hires metals head
The new normal
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 Mark Pengelly articles
Pototschnig dismisses concerns of energy firms over European Regulation on Energy Market Integrity and Transparency
OTC commodity swaps valuation, hedging and trading
Energy Risk's prestigious Europe and North America awards open for entries from market participants
Cutting edge: Hedging price and volumetric risks of fixed-price load-serving contracts in natural gas markets
Price reporting agencies among the most vehement critics of potential EU rules on benchmark indexes
Cutting edge: Jamshidian decomposition for pricing European energy commodity swaptions
The costs of separation
No-action letter not enough to convince counterparties to trade with public utilities
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.