Volume 7, Issue 2 (2014)
Applied risk management series – article two
An introduction to energy spot price processes
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
More Spot price articles
Carbon derivatives pricing: an arbitrageable market
Industry experts are wary of European Commission proposals intended to bring additional safeguards to the spot market
Interdealer broker Icap will launch decimalised pricing on major currency pairs on EBS Spot on February 14, the broker told FX Week.
Portfolio-wide risk management requires a model that accounts correctly for correlations between the spot asset and various futures products. Kjetil Kåresen and Egil Husby discuss a joint multi-fac...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.