Price drop and volatility spike drives interest in oil-linked structures
IT systems not geared for trade reporting under EU anti-manipulation law
ICDX aiming to take advantage of rule change to build local derivatives markets
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
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2014 saw rising activity in Europe's exchange-traded and OTC gas markets
Rankings marked by dramatic exits and one impressive comeback
Adapting to new rules and capital requirements is achievable, says Agran
Applying kriging to extract smooth curves from energy futures prices
UN developing country scheme being slowly suffocated, firms say
US rules should take effect simultaneously with Mifid II, argues FIA
Aggressive pursuit of wrongdoing harms market efficiency and competition
Result comes despite tougher rules on market manipulation and abuse
Indian regulators to allow overseas firms to access market but speculation ruled out
Utility's split is just the latest transition in David Port's career
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.