Since over-the-counter derivatives were first invented in the 1980s, exchanges have viewed the market through jealous eyes. Over the years, they have made numerous efforts to grab a piece of the action –...
Pototschnig dismisses concerns of energy firms over European Regulation on Energy Market Integrity and Transparency
In this article, Carlos Blanco and Michael Pierce provide an overview of swap instruments and discuss the pricing, valuation, hedging and risk management of over-the-counter commodity swaps. They also...
Risk would like to invite you to join us on 14 April 2014 at 10am EST / 3pm GMT for our next FREE webinar. Joining the panel discussion will be: Moderator: Duncan Wood, Editor, RISK. Athanassios Diplas, Senior Advisor, ISDA. Barry Hadingham, Head of Derivatives and Counterparty Risk, AVIVA INVESTORS. Neil Murphy, Director, Collateral Product Management, IBM RISK ANALYTICS. Click to register.
More Mark Pengelly articles
Société Générale Corporate and Investment Banking (SG CIB) may not be the bank most commonly associated with commodity and energy markets, but the French bank notches up an impressive victory in this year’s Risk and Energy Risk Commodity Rankings....
Energy Risk's prestigious Europe and North America awards open for entries from market participants
In this article, Ning Zhang and Robert Cumbie propose a utility maximisation method for natural gas marketers to find optimal hedging strategies to deal with price and load uncertainty by using price and weather derivatives. Monte Carlo simulation...
Price reporting agencies among the most vehement critics of potential EU rules on benchmark indexes
In this article, Hamid Arian and Ion Rada propose a practical method for calculating the exact price of energy commodity European swaptions under the standard Markov diffusion model for energy commodity futures term structure. Their argument faithfully...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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