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
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More Mark Pengelly articles
The costs of separation
No-action letter not enough to convince counterparties to trade with public utilities
Basel capital rules and regulatory reform stymie risk appetite of major banks in commodities
Lean times in energy and commodity derivatives trading have caused a cutback in the amount of time and resources spent on energy risk modelling – a worrying trend that could leave firms unprepared...
Industry estimates of clearing costs met with scepticism
Exchange of the Year, Asia: CME Group’s Nymex Exchange
Former head of power trading joins at least one ex-colleague to found Scoville Risk Partners
Costing stressed VAR
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