Building a unified framework for consistent modelling of energy spots, forwards and swaps is better for energy risk management, says Verbund Austrian Power Trading’s principal quantitative analyst
With regulatory changes and new markets impacting the energy and commodities markets, Lianna Brinded files this exclusive special video report showcasing the views of leading risk managers and quant...
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Frederic Hervouet, head of commodity derivatives for the Asia-Pacific at BNP Paribas, talks to Lianna Brinded about hedging strategies for energy and commodities
Using options to improve portfolio risk/returns
Chris Schlegel, risk manager at the US’s largest utility, Southern Company, speaks to Lianna Brinded about risk management concerns following impending regulatory changes
Arthur Tait, president and managing director of Gazprom in Singapore, talks to Lianna Brinded about the growth and development of energy and commodities demand in Asia
European Central Bank's Vítor Constâncio says central counterparties should get access to central bank liquidity so long as they're regulated
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...
Deutsche Bank merges its listed derivatives business
Lianna Brinded sends us a special report from Hong Kong and Singapore, after speaking to several leaders from the energy and commodities market about risk management
Barry Cheung, chairman at the Hong Kong Mercantile Exchange, speaks to Lianna Brinded about the liberalisation of China's renminbi and the positive effects it will have on energy and commodities.
US market participants say Dodd-Frank reforms should be phased in, foresee uncertainty and potential market disruption post-implementation
Financial risk manager from the US’s largest utility, Southern Company, says regulators should make sure they make a distinction between physical and financial transactions before setting US regul...
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.