SDR data feeds offer window into OTC commodity derivatives market
Return of volatility attractive for hedge funds, traders say
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 Energy trading articles
Complexity makes precise effect of EU legislation difficult to predict
Liquidity plays a vastly underappreciated role in commodity markets
Vitol’s Bake and Icap’s Newman discuss evolution of energy market
Group will study impact of Dodd-Frank on energy firms, Giancarlo says
Current exodus only the latest downturn in a boom-bust business
Esma commodity proposals closely scrutinised by market participants
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.