One of the longest standing players in the oil derivatives market, with over 20 years’ experience, Société Générale Corporate and Investment Banking (SG CIB) wins our Oil and Products House of the Year...
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.
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Mark Quartermain, president of Shell Energy North America (US) talks exclusively to Lianna Brinded about major market challenges in oil, gas and carbon markets.
Shell's $4.7 billion shale assets purchase today flies in the face of industry concerns about the impact of tighter regulations on future production
A sharp increase in oil demand from non-OECD countries will compensate for peaking demand in OECD area
Proposals by the Commodity Futures Trading Commission (CFTC) - now also proposed in the recently approved Senate Bill on Finanicial Reform - to limit larger energy traders' positions, could drive do...
The full effect of the recent Gulf of Mexico oil spill on US offshore drilling policy remains unclear as the official investigation continues.
The latest US issuance features a handful of products based on energy companies, reflecting the global trend towards investment in clean energy. Solar panel company Trina Solar is the subject of a reverse...
BP’s Gulf of Mexico oil spill will lead to approval and production delays in the European shale gas industry as governments crack down on environmental safety regulations.
BP’s Gulf of Mexico oil spill could lead to production delays throughout the industry while safety regulation tightens up.
Catherine Flax, chief executive officer of commodities for Europe, the Middle East and Africa at JP Morgan, shares her renowned enthusiasm for the commodities sector with Lianna Brinded
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.