Volatility has driven up volumes and the exchange chief is looking to expand
Many have large unrealised losses from trades in second half of 2014
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Commodity derivatives articles
Dodd-Frank and Mifid II won't stop market disorder but will penalise hedgers
Energy companies worried by lack of detail on how Mifid II rules will work
Rankings marked by dramatic exits and one impressive comeback
Applying kriging to extract smooth curves from energy futures prices
Liquidity provision in energy derivatives is not Vitol's role, says Taylor
Current exodus only the latest downturn in a boom-bust business
SCH volumes one third of SGX's after two weeks of trading
Wall Street is cutting back, not quitting the market altogether
Dodd-Frank rule seen having muted impact on market-making by banks
Irregularities at Chinese trading house lead to liquidity tightness
David Samuels to head Americas commodity sales for French bank
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.