Today, regulation is a fact of life for OTC commodity derivatives traders. But in April 1994, it was somewhat novel, as Energy Risk reported at the time
The history of energy trading is littered with losses, bankruptcies and other misfortunes that now serve as cautionary tales. Alexander Osipovich looks back at the biggest energy risk management dis...
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 articles
Sebi tries to exert greater control over foreign investment by tightening rules governing P-note issuance and streamlining foreign investor approval process
People: SEC names new head of complex products unit
Rise of the chameleons
Ex-lawyer turned financial adviser, author and advocate for the industry, Regatta’s Eric Greschner talks to Yakob Peterseil about the inroads structured products have made in the US, the work he i...
Two months after the landmark political agreement on Omnibus II, MEP Burkhard Balz discusses the thorny issues that did not make it into the directive, spells out his expectations for the level 2 te...
As European insurers increasingly invest in illiquid corporate debt, credit funds and partnerships with banks are helping them overcome their lack of expertise and tap into a market that offers high...
The UK government hopes to deliver a healthy boost to low-carbon generation through a market for contracts-for-difference. While electricity market participants are upbeat about the proposals, there...
Banks have often stepped in and out of the OTC energy derivatives market. In this article from August 2001, Energy Risk reports on banks upping their activity
Fixing it up
The old process of reconciliation has been made newly complex by regulation. Banks want technology to solve the problem
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.