Energy Risk looks at the development of the market and what may lie ahead
US Airways policy of not hedging jet fuel will now extend to American Airlines, says chief executive
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 risk articles
A push to eliminate fuel subsidies across much of Africa, the Middle East and Asia is raising interest in the use of commodity hedging by governments as a way of containing social unrest. But it rem...
Plains Exploration & Production will hedge up to 90% of its oil production for the next three years, the Houston-based company says as it reaches a deal to buy $6.1 billion of oil assets in the Gulf...
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Iraq, one of the world’s largest locations with proven oil reserves, will not be able to hit governmental production targets due to the level of operational risk, say experts
Charles Maulino, head of global energy & commodities coverage, Asia-Pacific at Natixis, speaks exclusively with Lianna Brinded about the evolution of energy and commodities financing and hedging str...
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...
French bank BNP Paribas has reshuffled its global equity and commodity derivatives (GECD) business units and says there are no job losses
France has warned the European Commission that it will tighten its commodities derivatives regulation to prevent the risk of big swings in commodities prices
End-users’ energy and commodities hedging strategies are growing in sophistication as they adopt more complex products and non-traditional tools, says the head of RWE npower’s optimisation desk
Shell Gas Direct’s chief tells Energy Risk that major end-users’ credit worthiness will be one of four major challenges for industrial and commercial users in the next few years
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.