Low volatility and industry consolidation reduce need to hedge
International players have concerns over first RMB oil contract
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Crude oil articles
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
Commodities CRO Nancy King is elevated to head of oil liquids at US investment bank
Daniel Masters, the former head of energy trading at JP Morgan and co-founder of hedge fund Global Advisors, has seen his share of ups and downs. Alexander Osipovich reports
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.