Derivatives regulation will impede attempts by banks to compete and do lasting damage to European market, says founder of SEB’s commodity business
The incremental risk of including electricity contracts in a portfolio is computed by George Levy using a Monte Carlo regime-switching approach. The volume and price processes are modelled using empirical...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Mark Pengelly articles
Despite cutbacks in Europe and the US, Deutsche Bank’s Asia commodities franchise continues to impress
Steady growth and big ambition are on show at the Dubai Mercantile Exchange
The role of banks in physical commodities is poorly understood, but it is not indispensable
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
USA, 9th Dec 2013
USA, 10th Dec 2013
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
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