ABSTRACT This paper analyzes various types of weather-related risks in different industries. Due to the existence and popularity of the established weather insurance market, we also discuss the differences...
ABSTRACT This paper investigates the daily volatility spillovers between crude oil prices and equity indexes in several developed markets. We find that the price and index series exhibit nonlinear dependencies...
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 Crude oil articles
Adapting to new rules and capital requirements is achievable, says Agran
Upstream companies look to cash in on in-the-money positions
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
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.