Commodities/Commodities
Ice, CME set to launch new VAR models in early 2020
Bourses plan to switch margining of energy futures at different times, prompting speculation of “arbitrage opportunities”
Goldman and SG on alternative data: do believe the hype
Risk Live: New data will “completely transform the landscape” of investing, says SG's Albert Loo
Video: Volatile energy prices will be the norm in 2020, says Phillips 66 risk manager
IMO 2020, volatility and shareholder activism will be major challenges next year, says Earl Burns
Video: BP Energy Company's CRO on data and the impact of new fundamentals
Profound changes in energy market fundamentals are making historical data less and less useful, says Gary Taylor
Exchange leaders see a greening future in derivatives
On ESG, Europe leads the US, new products are sprouting and sourcing of metals is being examined
Cleaning noisy data ‘almost 70%’ of machine learning labour
Quants flag signal-to-noise ratio as key to reducing overfitting risk
Some see Esma reining in position limits after review
The scope of position limits could shrink to cover just the major benchmarks, one executive argues
RJ O’Brien’s chief risk officer on margin models and clearing
CME’s looming switch to VAR model will have pronounced effect on broker and its clients, says Brad Giemza
Cantab finds ‘value-add’ in alternative datasets
Quant firm estimates how much alpha new data can add before putting it to use
Buy side bemoans gaps in EU benchmark register
Missing detail in approved index list could undermine compliance with new benchmarks regulation, investors warn
US mid-sized banks may bulk up. (Is that safe?)
The crisis over a decade gone, the Fed’s ‘tailoring’ proposal will greatly relax rules on the mid-tier
HKMA unveils measures to combat climate change risks
HKMA will be government’s representative in a potential HK$100 billion green bond offering
Energy Risk Awards 2019: The winners
BP and Engie pick up two awards each, while BNPP takes the coveted derivatives house of the year
CFTC's Berkovitz puts his weight behind position limits
New rule on speculative commodity trades will be proposed within weeks
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
Analytics become top priority at energy firms, poll finds
Middle office still grappling with use of blockchain and artificial intelligence
Electric vehicles: a slow-motion car crash for oil firms?
Peak oil demand is seen as inevitable, but disagreement abounds on timing
Data reveals Emir swaps report matching rates at 40%
Figure is better than some feared, but still calls into question the value of dual-sided reporting
Podcast: Kaminski on lessons from commodity market defaults
Professor Vince Kaminski analyses Nasdaq and PJM defaults
US swaps end-users cry foul over SA-CCR punch
Capital on non-margined trades jumps 90%, and energy firms face double hit
Podcast: Ronn on using a financial-economics approach to forecast crude oil spot prices
Professor of finance talks about using equity, index and crude oil options to forecast spot prices
Q&A: Blockchain in commodities – a solution in search of a problem?
Competitors must work together if technology is to harness its potential, say three industry leaders
Will the Nasdaq default spur CVA for CCPs?
Quant proposes model to calculate bank credit risk exposure to CCP