Ferc and turf
Planning a new Korea
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
More Mark Pengelly articles
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
OTC commodity swaps valuation, hedging and trading
Energy Risk's prestigious Europe and North America awards open for entries from market participants
Cutting edge: Hedging price and volumetric risks of fixed-price load-serving contracts in natural gas markets
Price reporting agencies among the most vehement critics of potential EU rules on benchmark indexes
Cutting edge: Jamshidian decomposition for pricing European energy commodity swaptions
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.