Defying critics, Yale academics tout commodity investment in new paper
Making the right decisions requires an enterprise-wide view of risk, authors argue
A framework that demonstrates optimal internal pricing will deviate from ‘arm’s length principle'
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Price reporting agencies are an integral part of modern commodity markets
Energy industry veteran Kaminski offers a verdict - and some career advice
Energy companies blame regulatory risk for reluctance to report trades
Shale revolution undermines long-standing Platts indexes on US Gulf Coast
Andrew Sunderman reflects on three decades of industry transformation
Outgoing president and CEO discusses challenges posed by renewables in Texas
Agency should wait before implementing non-spot-month limits, commissioner says
Investors see opportunities as utilities divest underperforming assets
Michigan's Crystal Flash struggles with basis risk and volatile weather
Bonnefous defends investment in commodities amid market turbulence
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.