Rankings marked by dramatic exits and one impressive comeback
DCE exploring two schemes to allow foreign firms to access its market
Wider benefits of Dodd-Frank and Emir reporting yet to be realised
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 Commodity derivatives articles
Irregularities at Chinese trading house lead to liquidity tightness
Commodities head "doesn't lay awake at night" worried about non-banks
Rather than acting as a rival to SGX, DCE complements its Singapore counterpart, insiders say
Greater liquidity on long-dated swaps than on exchange-traded options
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
Dodd-Frank and Mifid II position limits could cause firms to withdraw from commodity derivatives
Handicapped by tighter regulations, banks have ceded derivative market-making share to oil majors such as BP and Shell
Overproduction and resulting lower prices could spur development of nascent sector
Strong volumes on the first day of trading tailed off over the week although players deem it early days for determining the contract's success
Although the market is excited about the new contract’s possibilities, uncertainties remain over physical delivery capabilities and liquidity levels
Expected payoff maximisation is a commonly assumed strategy in valuation. S Hossein Hosseini, Qiaoyan Bian, Jay Chen and John Jiang suggest that execution strategies may vary due to complex option s...
Liquidity and political risk considerations hinder Thai rice producers' attempts to hedge out looming downside risk
The US Commodity Futures Trading Commission (CFTC) tried to regulate exchange of futures for swaps (EFS) transactions in 2004 and again in 2008. Then it tried to ban contingent EFS in 2010. All thes...
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.