On the back of Russia starting to issue ERUs, increased market liquidity will lead to tighter ERU/CER spreads, say analysts
Source and Deutsche list ETPs on SIX
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More News/Commodities articles
Commodity investment to strengthen and become more active in 2011 as natural gas producers look to hedge low price expectations
The decision to host the 2018 World Cup in Russia will boost much-needed infrastructure investment and lower operational risk for the steel industry, say analysts
Favourable hedges protect unregulated power company ratings next year, but 2012 expiries could leave sector exposed
Regulators focus on physical and financial market links
Over half a billion CERs risk homelessness post-2012
Oil hedging strategies revised after Irish bail-out
Energy Risk traveled to Warsaw, Poland for the its Central and Eastern Europe Conference. High-profile market participants from the region attended the event and discussed the progress and potential...
Clearport courts emerging market derivative exchange products in a bid to reduce systemic risk in commodity markets
Oil hedging strategies to be revised after Irish bailout pushes up oil prices
First California Carbon Allowance forward underlines US interest in trading, contract standards to evolve as activity increases
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.