Mysterious critic calls trader's long-dated contract valuations into question
Costly fines deter firms from employing cross-market strategies
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More Physical articles
Commissioner sees no rationale for effort to curb speculation under Dodd-Frank
Asset-based trading seen as crucial in environment of lower oil prices
Bank will remain a market leader despite Mercuria sale, say new co-heads
Bank says economics, not regulation, drove physical commodities sale
Agency said to be exploring solution for embedded volumetric options
Current exodus only the latest downturn in a boom-bust business
Trading firm sees rapid expansion in markets and counterparties
Physical deals with producers seen as ‘superior’ to financial hedging
Commodities head "doesn't lay awake at night" worried about non-banks
Longstanding oil trader sees success with global expansion in gas
Firm sees growth from midstream gas and asset-centric traders
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.