Volume 2, Issue 3, 2014
In recent years, China's increasing dependence on oil imports has raised major concerns about energy security and risk management. This paper examines China's extreme dependence on the global market using...
Understanding the dynamics of extreme observations, so-called spikes, in realtime electricity prices has a crucial role in risk management and trading. Yet the contemporaneous literature appears to be...
More Risk management articles
We investigate the empirical performance of hedging strategies based on Greeks, such as Delta and Delta-Gamma, for (European-style) crude oil options in a generalized autoregressive conditional heteroscedasticity...
Carbon dioxide emissions represent a new traded asset that, in addition to reducing carbon dioxide emissions through cap-and-trade initiatives, can offer financial risk diversification benefits. In this...
Delegates warned to monitor external as well as internal risks
Technique helps banks pass 'use test'
Congress must act to improve co-operation
Large banks holding too little capital, regulator warns
OCC will leave banks to make their own judgements
Vary expected loss as economy changes, Felix says
Zero tolerance sounds good but useless for managers, conference hears
Cross-asset groups are increasingly in vogue, but patience is key
Russian bank's trading head says political crisis has not spilled into local markets
Total bill from penalties and lawsuits could reach “tens of billions,” some estimate
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.