Commodity trading firms urged to use advancements in big data to gain strategic advantage
Derivatives regulation will impede attempts by banks to compete and do lasting damage to European market, says founder of SEB’s commodity business
More Mark Pengelly articles
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 emp...
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
Expected payoff maximisation is a commonly assumed strategy in valuation. S Hossein Hosseini, Qiaoyan Bian, Jay Chen and John Jiang suggest that execution strategies may vary due to complex option s...
Baringa Partners survey suggests firms may struggle to cope with European financial regulation
Expertise in energy trading is vital to the success of smart energy business models, which rely on integrating decentralised generation assets with the wholesale energy market. That presents an oppo...
The design of modern power pools is highly complex, creating plenty of opportunities for clever traders to profit by circumventing the rules, writes Vincent Kaminski
By mid-2014, the Regulation on Wholesale Energy Market Integrity and Transparency is expected to see European energy market participants reporting masses of information about their trading activity ...
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.