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...
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
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 Hedging articles
Experts say the removal of the ban on Indian sugar futures trading will spur volumes and is an important step towards reducing government control on its commodity futures market
The value of hedge books was hugely volatile during the crisis, forcing loan portfolio managers to think carefully about whether to monetise their gains. Those who chose not to saw windfall profits ...
Qantas Airways’ head of risk believes the company could take more risks within its hedging programme
China's growth as a consumer in the energy and commodities global market could eventually sway price movements, says Hong Kong Mercantile Exchange’s Cheung
Crude will be "the bottleneck in the system, rather than refining" says the investment bank
The price volatility seen in energy markets in recent years has had a big impact on the bottom line of many airlines, both in the form of higher prices as well as hedging losses. Pauline McCallion s...
Experts quash fears that tighter restrictions following BP’s Gulf of Mexico oil spill will result in oil to gas fuel switching in the US, thus pushing up gas prices
End-users’ energy and commodities hedging strategies are growing in sophistication as they adopt more complex products and non-traditional tools, says the head of RWE npower’s optimisation desk
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.