Vitol’s Bake and Icap’s Newman discuss evolution of energy market
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Energy trading articles
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
Departure from firm in 2002 was ‘right decision’, says former CEO
Over two decades, magazine has shared in industry’s highs and lows
Let's (not) get physical
The past 12 months proved tough for energy dealers, with low volatility, poor liquidity and sluggish levels of client activity. Given this, some banks decided to scale back their commitment to the m...
Agreements reached under US Dodd-Frank Act fail to address critical issue of enforcement
End-users will hedge more with firms such as BP, Shell and Vitol as banks face ban on prop trading, say market participants
Lack of credit team or CVA desk might make use of measure counterproductive, panellists worry
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.