At the Energy Risk USA conference in Houston on May 14, Lynda Clemmons, an energy derivatives pioneer and principal at New Jersey- and Houston-based NRG Energy, noted many energy firms were suffering...
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.
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Risk-managing the next generation of savings products
A place in the sun
Coming into force in July, the AIFM directive will likely to curb the freedom for prime brokers to reuse assets pledged by hedge funds for collateral, resulting in higher fees for services including...
Searching for truth
Variable annuity products must avoid the derivatives witch hunt
Search for meaning
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.