Feature/Commodities
Energy Risk Asia Awards 2023: the winners
Winning firms demonstrate resiliency and robust risk management amid testing times
Rise of ethical swaps brings hedging questions
Banks ponder how to offset risks of ESG derivatives – or whether hedging is even desirable
Count them in? Big US banks mull PCAF carbon standard
BofA, Citi and Wells Fargo looking to adopt emissions standard popular with EU lenders
Bachelier – a strange new world for oil options
Model tuned to negative prices has implications for pricing, margining and delta hedging
Quants pitch in to improve pandemic models
The finance industry’s quants are trying their hand at modelling the virus and its economic impact
Shale firms pump hedge books for liquidity lifeline
Lucrative hedge portfolios offer promise of cash but unlocking residual value won’t be simple
How carbon-cutting Drax manages currencies and credit
Interview: UK power giant uses option selling – and other tactics – to create hedging headroom
Energy Risk Commodity Rankings: Uncertain times
The winners of Energy Risk’s Commodity Rankings overcame some tumultuous times in 2019, learning lessons that are certainly required in today’s volatile environment
Lighting up the black box: a must for investors?
Many contend you must be able to interpret machine learning in order to use it
Alt data lends a different light to coronavirus impact
Smog, traffic data – even movie rentals – help analysts track economic effects of virus
Top 10 operational risks for 2020
The biggest op risks for 2020, as chosen by industry practitioners
All aboard for LNG freight derivatives?
Tools to manage LNG freight risk were developed last year, but how is the market responding?
The age of ethical investing, but can quants cope?
Systematic managers grapple with ESG demands of clients
BNP leads a comeback for Europe’s clearers
Brexit, leverage ratio tweaks and concentration fears could help European banks compete with US FCMs
Show don’t tell: BoE’s climate stress test dilemma
Making the test easier to run could come at the expense of building risk management capacity
Trading venues decry disruptors as MTF battle heats up
Unregulated tech vendors accused of operating as de facto venues; a claim dismissed as “entirely outrageous”
Calls to hike climate policy raise risk for oil firms
Increased climate policy will put more oil and gas assets under threat of stranding
Clearing house power-downs raise fears among members
Banks question CCP resilience to system outages, as debate swirls over non-default losses
Cat risk: why forecasting climate change is a disaster
Forecasters are poles apart on climate-driven catastrophes; insurers fear worse ahead