Collateral quality and depth are playing an increasingly important role in a market characterised by systemic risks and high correlations among asset classes, including commodities. That is a trend that...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Mark Pengelly articles
Since over-the-counter derivatives were first invented in the 1980s, exchanges have viewed the market through jealous eyes. Over the years, they have made numerous efforts to grab a piece of the action – a notable success being the decision by Atlanta-based...
Pototschnig dismisses concerns of energy firms over European Regulation on Energy Market Integrity and Transparency
In this article, Carlos Blanco and Michael Pierce provide an overview of swap instruments and discuss the pricing, valuation, hedging and risk management of over-the-counter commodity swaps. They also comment on the expected ramifications of new regulations...
Société Générale Corporate and Investment Banking (SG CIB) may not be the bank most commonly associated with commodity and energy markets, but the French bank notches up an impressive victory in this year’s Risk and Energy Risk Commodity Rankings....
Energy Risk's prestigious Europe and North America awards open for entries from market participants
In this article, Ning Zhang and Robert Cumbie propose a utility maximisation method for natural gas marketers to find optimal hedging strategies to deal with price and load uncertainty by using price and weather derivatives. Monte Carlo simulation...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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