Energy market participants upbeat about development of California emissions market, despite legal threats
Dodd-Frank rules on swap data reporting creating a headache for energy market participants
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Mark Pengelly articles
CFTC commissioner blasts “adhocracy” of last-minute exemptions to Dodd-Frank rules
Venturing beyond historical VAR
Ferc and turf
Planning a new Korea
Given the importance of the crude oil and natural gas futures markets, the intra-market correlations in these markets play an important role in pricing, hedging and managing the risks of energy ...
The new normal
Pototschnig dismisses concerns of energy firms over European Regulation on Energy Market Integrity and Transparency
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.