Playing a role in the development of a bespoke technology solution gives energy traders and risk managers more control over how they perform their daily duties, according to experts. Pauline McCalli...
With the market standardisation of energy and commodities contracts still falling behind more traditional asset classes, Lianna Brinded asks if this is a crucial step for the energy sector
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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The oil markets have stubbornly resisted electronic trading for 10 years. Alex Davis finds out if this is about to change
The Chicago Climate Exchange’s founder, Dr Richard Sandor – who played an instrumental role in the development of spot & futures markets under the US Acid Rain Program – speaks to Pauline McC...
Technological developments have transformed the face of European energy broking beyond recognition. Now regulatory changes could potentially alter this landscape even further. Alex Davis and Katie H...
A substantial number of mining companies refuse to have a hedging programme, leaving them vulnerable to a possible sharp drop in prices
As US regulators embark on redefining over-the-counter derivatives trading, energy end-users need to be aware of how they will be categorised and the potential impact on trading costs.
Financial reform legislation passes in the US Senate, as focus turns to the complex issue of implementation
Shell Gas Direct’s chief tells Energy Risk that major end-users’ credit worthiness will be one of four major challenges for industrial and commercial users in the next few years
The head of the financial infrastructure group at the New York Fed tells Mark Pengelly why transparency is key to the functioning of the derivatives market.
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.