Global Advisors co-founder believes short-term woes will give way to long-term rally
ETRM systems are ill-prepared for financial and energy market regulation, according to Energy Risk survey
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Commodities articles
Commodity derivatives end-users hit hard by Emir reporting rules, say industry sources, especially smaller firms
New CFTC working group will iron out inconsistencies between SDRs and address end-user concerns, commissioner vows
Differing approaches of swap data repositories haunt energy companies trying to reconcile trades
Let's (not) get physical
Lustre for life?
For metals, the past 12 months were marked by plummeting gold prices, directionless markets in base metals and heated rows over the London Metal Exchange’s warehousing system. Despite this, the to...
The past 12 months proved tough for energy dealers, with low volatility, poor liquidity and sluggish levels of client activity. Given this, some banks decided to scale back their commitment to the m...
Today, regulation is a fact of life for OTC commodity derivatives traders. But in April 1994, it was somewhat novel, as Energy Risk reported at the time
The deregulation of Australian electricity markets has brought several challenges, including the possibility of price spikes, which expose market participants to significant risks. As Adebayo Aderou...
The history of energy trading is littered with losses, bankruptcies and other misfortunes that now serve as cautionary tales. Alexander Osipovich looks back at the biggest energy risk management dis...
US Airways policy of not hedging jet fuel will now extend to American Airlines, says chief executive
Market participants not doing enough to adjust to likely effects of EMR, say experts, including volatility and low prices
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.