Excellence in Asia recognised across commodities, energy trading and risk management
The authors of this paper argue that fundamental determinants of speculative futures trading may have been misinterpreted by some as “excessive” speculation in the energy markets in recent years.
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Limiting response time for market-makers may become outdated method
Firms discuss ways to make better use of data glut
Trading portfolios are easily mishandled, as are Europe's economies
A universal law for optimally dealing with proportional transaction costs
Grasp of market psychology key to success, says Centaurus founder
20 individuals honoured, marking 20 years since magazine's launch
Data needs to be understood across the organisation
Understanding the dynamics of extreme observations, so-called spikes, in realtime electricity prices has a crucial role in risk management and trading. Yet the contemporaneous literature appears to be...
Recent glitches highlight aggressive culture on Wall Street
Competition among exchanges in Japan is necessary to prevent systems outages such as those in the Osaka Securities Exchange earlier this month
European competition commissioner confirms probe of banks' attempts to scupper CDS trading platforms
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.