Commodity trading houses "not too big to fail", research argues
Oil firms turning to LLS, WCS, Mars and Midland for hedging exposures
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 Commodities articles
Airlines set to remain on fringes of emissions scheme until 2016
O’Connor to lead bank's North American commodity finance effort
“There’s no single truth in these markets,” argues institute director
Insurgents increase involvement as major global banks retreat
Dodd-Frank Act to boost CFTC war on market abuse, says Meister
Departure from firm in 2002 was ‘right decision’, says former CEO
"Financial revolution" can no longer be ignored, argues Krapels
Fed proposal is driving banks out of physical markets
Ofgem hopes moves will boost liquidity for small suppliers
Power and gas traders bemoan ‘seventh prong’ in Dodd-Frank rules
Rather than acting as a rival to SGX, DCE complements its Singapore counterpart, insiders say
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.