How relevant is VAR for energy markets?
Old dogs, new tricks
The hedge of reason
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.
More Features/Risk Management articles
Towards two-way CSAs
Beyond Basel 2.5
Low risk, high return
The AMA today
In Italy, bank governance is handicapped by the composition of the boards of directors, argues Federico Bottarelli Bernasconi
Beyond the big three
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.