Deal includes most of Swiss bank’s energy and metals positions
Monitoring and assessing risk culture using quantitative techniques
Bank will remain a market leader despite Mercuria sale, say new co-heads
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Commodities articles
EU law threatens to engulf commodities industry in financial rules
Dynamic strategies performing better in current environment
Kamal Naqvi leaves dual roles amid Swiss bank’s exit from commodities
Tracking performance of ETFs is examined, with a focus on volatility decay
Liquidity plays a vastly underappreciated role in commodity markets
Fair and Effective Markets Review highlights causes of FICC market misconduct
Current exodus only the latest downturn in a boom-bust business
Aspect makes CTRM more readily accessible for smaller energy firms
Bank’s commitment to energy commodities wins praise from clients
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.