The incremental risk of including electricity contracts in a portfolio is computed by George Levy using a Monte Carlo regime-switching approach. The volume and price processes are modelled using emp...
LNG importers hoping for quick move to flexible pricing mechanisms will be disappointed, say market participants
Strong links with trade finance group mean brokerage clients have access to impressive variety of services
This webinar on September 17th looks at the challenges of GRC, key trends, motives for improvement, future investments, and obstacles that banks and other financial institutions face in trying to improve and integrate their risk management strategy
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Steady growth and big ambition are on show at the Dubai Mercantile Exchange
A conservative yet flexible jet fuel hedging programme has proven successful for Etihad
Despite cutbacks in Europe and the US, Deutsche Bank’s Asia commodities franchise continues to impress
Aspect delivers its software in a way that significantly speeds up implementation and processing time
The role of banks in physical commodities is poorly understood, but it is not indispensable
While Europe’s traditional energy firms have been suffering, Danske Commodities saw a 75% leap in profits for 2012. Chief executive Torben Nordal Clausen speaks to Gillian Carr
Weather risk management firms predict renewables and thinner energy market liquidity will drive growth
The rapid growth of commodity trading houses has led critics to question whether these firms have become a source of systemic risk. But trading houses strongly reject such arguments, and suggest the...
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.