Group bombards CFTC with comments on Dodd-Frank position limits; final rule delay expected; quantity unlikely to trump quality says expert
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Coupling up in Europe
Training for growth
Energy companies say key definitions in recently adopted US financial legislation are too broad or need clarifying, and call for additional 'trader' classification
The recent commodity desk cull at JP Morgan is unlikely to be the start of an industry-wide trend, but the aggressive commodities build-outs from investment banks have slowed in Europe
Energy risk managers from across North America convened at Energy Risk’s annual US conference in May to discuss the many challenges currently facing the sector, including derivatives regulation an...
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.