Lianna Brinded sends us a special report from Hong Kong and Singapore, after speaking to several leaders from the energy and commodities market about risk management
Keith Noyes, Asia-Pacific regional director at the International Swaps and Derivatives Association (Isda), speaks to Lianna Brinded about regulatory changes and the impact they will have on the ener...
US market participants say Dodd-Frank reforms should be phased in, foresee uncertainty and potential market disruption post-implementation
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Financial risk manager from the US’s largest utility, Southern Company, says regulators should make sure they make a distinction between physical and financial transactions before setting US regul...
Chicago Merchantile Exchange's (CME) Asia energy and metals chief says the group’s central counterparty clearing (CCP) house removes the possibility of a ‘black swan’ incident
Forcing energy and commodities contracts into central counterparty (CCP) clearing is “potentially dangerous”, says Isda's Noyes
Central clearing might solve some of the problems with over-the-counter derivatives, but it is by no means a straightforward solution, and could raise some additional problems
Technological developments have transformed the face of European energy broking beyond recognition. Now regulatory changes could potentially alter this landscape even further. Alex Davis and Katie H...
As US regulators embark on redefining over-the-counter derivatives trading, energy end-users need to be aware of how they will be categorised and the potential impact on trading costs.
Financial reform legislation passes in the US Senate, as focus turns to the complex issue of implementation
EFET calls for energy companies to be exempted from mandatory clearing as proposed by the European Commission
Derivatives clearing is one of the hottest regulatory topics at the moment around the world.
As the US Congress moves to boost derivatives clearing requirements, an industry panel has called for regulators to investigate a move towards clearing and netting across US power markets and to cla...
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.