Time to ‘bite the bullet’ on controversial rule, commissioner says
Adapting to new rules and capital requirements is achievable, says Agran
Upstream companies look to cash in on in-the-money positions
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International players have concerns over first RMB oil contract
JP Morgan's oil team is providing liquidity across the barrel in Asia
Volume 7, Issue 2 (2014)
Rival WCS indexes hinder growth of financial trading, firms argue
Research chief is sceptical about end of oil indexation in European gas
Fragmented shale oil market yet to coalesce around one pricing point
Idea that bank retreat loosens correlation ‘doesn’t make any sense’
Oil firms turning to LLS, WCS, Mars and Midland for hedging exposures
“There’s no single truth in these markets,” argues institute director
We investigate the empirical performance of hedging strategies based on Greeks, such as Delta and Delta-Gamma, for (European-style) crude oil options in a generalized autoregressive conditional heteroscedasticity...
Veteran oil trader reflects on industry transformed in 30-year career
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.