BNP Paribas has debuted its first ETF in the US, utilising the dynamic roll strategy to offer investors efficient commodity exposure
A reliance on external players is holding back the ETF sector in Malaysia and Indonesia
Will corporate hedgers suffer if more banks pull back from energy and commodities trading? Pauline McCallion examines the issue of dealer retrenchment from the market
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
More Commodities articles
Ex-SG commodities executives Christophe Cordonnier, Frédéric Lasserre and François Beuzelin launch broad-based discretionary fund
Third-generation, dynamic commodity strategies are on the rise as increasingly sophisticated investors seek to capitalise on fast-changing trends in commodities
Recent initiatives may encourage more players to the Brazilian commodity derivatives market, but there are still many obstacles to its growth, writes Alex Davis
The past year has been characterised by bouts of volatility and subsequent range-trading as different parts of the commodity spectrum moved in differing ways. Some dealers have discovered new opportunities in the markets as their capital-constrained peers...
In this paper, Dan Mahoney and Krzysztof Wolyniec show that in co-integrated (mean-reverting) futures markets, active dynamic hedging is required to realise the quadratic variation of the underlying spread process. Using static hedges/portfolios yields...
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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