Contributions to commodity trading and risk management honoured
Photos from Energy Risk's award dinners in Houston and London
How energy firms can define, assess, benchmark and manage risk culture
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
Energy director-general also blasts “unjustified” energy subsidies
EU and member states try to keep lights on in different ways
Energy director-general outlines agenda in exclusive interview
Emissions prices are the wrong metric of success, he argues
Implementation will only increase uncertainty, argues EEX COO
Carney’s words echo work of Émile Zola on the value of social capital
Research chief is sceptical about end of oil indexation in European gas
Mexico's energy reform may lead to closer ties with adjacent US states
Swap dealers playing a guessing game while complying with CFTC rules
Commodities head "doesn't lay awake at night" worried about non-banks
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.