Commodity trading data leak relights speculation debate
Catastrophe product looks to capitalise on perceived investor appetite for oil spill risk
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Italian investors drawn to commodity baskets to hedge and diversify from bond exposure
Carbon allowance trading hits all-time high in June as analysts downgrade predicted average ETS Phase 3 price to €22 per tonne
Continued uncertainty about inflation and deepening concerns over sovereign default risks in Europe are making the commodities increasingly attractive as hedging tools
JP Morgan wins Energy Risk's 2011 Oil & Products House of the Year Award
Sowing the seeds of growth
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.