Asset-based trading seen as crucial in environment of lower oil prices
Rankings marked by dramatic exits and one impressive comeback
Adapting to new rules and capital requirements is achievable, says Agran
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
Applying kriging to extract smooth curves from energy futures prices
Aggressive pursuit of wrongdoing harms market efficiency and competition
Utility's split is just the latest transition in David Port's career
Vincent Kaminski explores the potential dangers lurking in oil markets
Monitoring and assessing risk culture using quantitative techniques
EU law threatens to engulf commodities industry in financial rules
Flexible, martingale duality-based method provides reliable valuation
Tracking performance of ETFs is examined, with a focus on volatility decay
Liquidity plays a vastly underappreciated role in commodity markets
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.