The so-called 'Volcker rule', if carried out the way regulators have proposed, will make it more difficult for the US energy industry to access risk management services, harming oil and gas producers,...
In the second article of this series, Carlos Blanco and Michael Pierce introduce the most common multi-factor models of the forward curve used for energy derivatives pricing and risk measurement
Proactive management of operational risk is critical to ensuring an organisation responds effectively to ever-changing market conditions and regulatory environments. Julie Shochat and Kenzel Fallen outline...
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
More Energy articles
Despite its many limitations, value-at-risk (VAR) is still the most commonly used risk profile measuring tool in the energy industry. In this first article in a new series, Chris Strickland discusses why the energy industry’s love affair with VAR could...
Commodities have returned to the structured products spotlight as providers come up with new, more efficient ways of gaining exposure to the asset class and explore innovative ways to package commodity-based investments. By Hannah Collins
In a roller-coaster year for many energy markets, Morgan Stanley seized top spot in this year’s rankings from its traditional rival, Goldman Sachs. By Alexander Osipovich, with additional reporting by Gillian Carr and Jay Maroo
Lyxor and iShares find new ways to innovate with the launch of sector-specific commodity ETFs
Big derivatives market-makers invariably have complementary strengths in the underlying asset class – big interest rate swap players also underwrite debt and trade bonds, for example. The same principle applies to commodity derivatives, but is much...
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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