Commodities/Commodities
Energy25 winners in review
Energy25 aims to capture, define and analyse an important period in the development of energy markets, providing an invaluable yardstick for all participants. More broadly, it represents the latest stage in the strategy of defining, researching and…
The age of ethical investing, but can quants cope?
Systematic managers grapple with ESG demands of clients
BNP leads a comeback for Europe’s clearers
Brexit, leverage ratio tweaks and concentration fears could help European banks compete with US FCMs
ESG like a new factor, alt managers say
Shift of capital to sustainable investing predicted to disrupt established strategies
Quant Finance Master’s Guide 2020
Risk.net’s guide to the world’s leading quant master’s programmes, with the top 25 schools ranked
How Onyx came from nowhere to conquer oil swaps
In just four years, market-maker has become the largest provider of liquidity in energy derivatives
Show don’t tell: BoE’s climate stress test dilemma
Making the test easier to run could come at the expense of building risk management capacity
EU council dials back on margin haircuts for CCP resolution
Lawmakers close avenues for regulators to dip into non-defaulting members’ initial margin
CFTC urged to cement relief from a non-cleared margin rule
Industry seeks permanent right to specify two minimum transfer amounts: for initial and variation margin
Podcast: Andrew Dickinson on CCPs’ defence mechanisms
Trades’ size limits, membership rules and more transparency key to avoid another CCP default
Trading venues decry disruptors as MTF battle heats up
Unregulated tech vendors accused of operating as de facto venues; a claim dismissed as “entirely outrageous”
Small, speculative clearing members – are they worth the risk?
CCPs need new tools to scrutinise their members, for everyone’s good health
JSCC caps member cash calls, revamps futures margin model
Clearing house set to end unlimited default fund top-ups for futures clearing
EU snubs plan to delay CCP open access rules, for now
Attempt to squeeze delay into crowdfunding rules fails, but Mifid review provides last chance
Ready or not – a low-carbon economy is coming
Government and business must avert disorderly move away from fossil fuels, says Geneva Association’s Maryam Golnaraghi
Singapore’s banks eye LCH membership
London CCP’s move to clear for stranded SGX clients pays off, amid broader Apac membership push
Dark materials: how one academic is delving into data
David Hand shines a light on dark data and the dangers of distortion by absence
US firms must rerun non-cleared margin test in March
Proposed CFTC calculation delay offers in-scope firms chance to trade out of phase five compliance
Leaked email reveals new assault on CCP open access rules
Largest group in European Parliament wants to shoehorn delay into crowdfunding legislation
Calls to hike climate policy raise risk for oil firms
Increased climate policy will put more oil and gas assets under threat of stranding
Clearing house power-downs raise fears among members
Banks question CCP resilience to system outages, as debate swirls over non-default losses
JP Morgan turns to start-up to manage CME margin
Bank also weighing whether to bring its business at two other clearing houses on to Baton platform
Climate risk taxonomy close, but still a moving target – EC
FCA warns of ‘greenwashing’
Banks team up for ‘Ion replacement’ project
Consortium weighs building fixed income software in potential threat to Ion, the dominant vendor