Revival of capital test "a workable solution" for asset-heavy companies
A pairs trading strategy can give a larger Sharpe ratio with respect to classical methods
Eye-watering one-day moves on China spot commodity markets due to “supply and demand”
Cyclical lull conceals structural shift as liquidity becomes shorter-dated and more flighty
Data provider aims to disrupt with enterprise-wide solution and emphasis on integration
SG CIB makes Asia renewables expansion the cornerstone of its commodity finance business
French bank expands hedging and finance solutions to mainland China
OpenLink enters new market segment with RightAngle Xpress
On the role of structural breaks in identifying the dynamic conditional linkages between stock and commodity markets
In this paper, the authors explore the time-varying linkages between two strategic commodities covering the energy sector (crude oil and natural gas) and the QE Al Rayan Islamic Index over the period March 15, 2011–December 25, 2014.
Krzysztof Wolyniec on leverage effects and volatility in commodity markets
Unfunded loans and exposures to suppliers worry credit risk managers
Buyers face load, covariance and basis risks in typical agreements
Complex, long-term supply deals present job opportunity for risk managers
A P&L attribution framework can improve the information available to energy traders
Some aspects of commodity markets make them a natural fit for distributed ledger technology
French bank focuses on client solutions as rivals pull back
No good reason to subject energy firms to mandatory clearing, says firm's head of regulation
The papers in this issue are all related to energy risk management, including both risk assessment and risk hedging by financial derivatives.
Rising commodities powerhouse Citi wins three awards; four nonbank dealers also recognised
This paper investigates whether there are existing common model features that yield consistently superior results under both VaR and ES risk metrics in the energy commodities markets.
The winners of Energy Risk’s Commodity Rankings were honoured at London’s Le Meridian Piccadilly hotel in February
Ex-Morgan Stanley commodities chief Greenshields revives famed trading firm
Sponsored Q&A: Banca IMI