Opinion/Commodities
Commodities surge presents UMR test for Asia’s sell side
Increased interest in commodity exotics comes amid scrutiny of margin calculation models
Credit data: coronavirus takes toll on corporates
Financials weathered the first phase of the lockdowns, but most other sectors were hit hard
China commodities regulation: time to end the turf war
Mishmash of regulations still govern China’s financial industry
Negative oil prices put spotlight on investors
What part did Bank of China and other investors play in last month’s oil rout, asks derivatives veteran
Growing sanctions raise compliance risk for energy firms
Sanctions increase risk for energy firms as regulators step up enforcement, writes maritime data expert
Outsmarting counterparty risk with smart contracts
A digital transaction system developed by quants at DZ Bank could slash margin costs for derivatives
Small, speculative clearing members – are they worth the risk?
CCPs need new tools to scrutinise their members, for everyone’s good health
Quants bring ‘triptych’ of variables to risk measurement
Risk and portfolio managers at La Francaise and LFIS are squeezing more information out of stress tests
Better risk reporting doesn’t need an IT upgrade
By revisiting certain calculations, new insights into risk and profit drivers can be gained, says data scientist
A behavioural lens could help manage human risk
Human decision-making needs careful watching. For that, behavioural science can help
Burden of implementing US sanctions now firmly on energy firms
Energy firms must now screen operations of every vessel they deal with, writes maritime data expert
Will the Nasdaq default spur CVA for CCPs?
Quant proposes model to calculate bank credit risk exposure to CCP
The aftershocks of Einar Aas
Energy could be particularly badly affected by the €114m default of Nasdaq power trader Einar Aas
Blockchain won’t help the UK to go P2P
Legal and practical problems mean blockchain is unlikely to change the UK’s grid, writes energy expert
Lessons from two commodity defaults
Regulators and exchanges need to learn from the Greenhat/PJM and Norwegian Nasdaq defaults
The foreshocks of Brexit
As Brexit chaos continues, energy firms and traders are upping sticks and leaving the UK
EU power balancing faces major changes
Three upcoming pieces of legislation will have significant effects on balancing trades for the UK, says energy expert
US policy can't save coal, but it can still have an impact
The new US power plan won't save a struggling industry, but that doesn't mean it won't make a difference for the worse
Lessons for the next round of energy market regulation
More recognition of commodities' special features will make future regulation faster and smoother, argues energy expert
Short term, LNG view
Excitement over fast-growing LNG markets shouldn't blind us to the potential risks
Rapid changes to UK power as gates open for smart consumers
Elexon’s proposed changes to the UK’s Balancing and Settlement Code will have a huge impact on forecasting, says expert