Commodities
Launched in 1994, Energy Risk is an online publication and in-person events company dedicated to the energy risk management and risk transfer business.
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King ofjunk
Michael Milken
Sector roundup
Sectors
Meeting the competition
China
Newcrest goes vanilla
Corporate profile
Korean ELDs fall out of favour
New angles
BondsInAsia close to the edge
Trading platforms
French banks behind on op risk
COVER STORY
L’Espresso loses out in interest rate trade
New angles
Inflation trading comes of age
Interest rates
How to check your price
Systems
Rothschild enters “under-banked” oil risk sector
Rothschild has entered the oil risk management sector, offering over-the-counter risk management products worldwide across all oil commodities to oil producers, consumers and utilities.
Signs are good for IAS 39 final preparations
IAS 39 is still being finalised, but bank asset and liability managers are already putting in place systems and procedures to make sure their businesses come up to scratch. John Ferry reports
The dilemmas of risk disclosure
Barry Schachter discovers that the path towards a workable structure for hedge fund quantitative risk disclosure is very narrow. Bad news for the post-LTCM lobbyists
Measuring operational risk: a reality check
In the second of two articles on operational risk, Mark Holmes looks at the measurement issues involved, taking a constructively critical look at the ideas currently in vogue.
China opts out of Basel II
China's banking regulator, the China Banking Regulatory Commission (CBRC), has opted out of Basel II, declaring that the country's financial institutions won't be ready to adopt the new Accord by the end-2006 deadline.
Basel II delay looking increasingly likely
The financial industry's drums are beating strongly for a further delay to the implementation deadlines for Basel II, and such a delay is beginning to look increasingly likely, according to those close to the Basel Committee on Banking Supervision.
Creating an op risk loss-collection framework
To meet the Basel II advanced measurement requirements and improve op risk management, firms must establish robust loss databases. Ulrich Anders and Jürgen Platz of Dresdner Bank in Frankfurt outline such a framework.
Regulator outlines AMA issues for US banks
In a late-July speech at a Risk Waters Group forum on the US's advance notice of proposed rulemaking, the Federal Reserve's Kirk Odegard described how the US would be implementing the advanced measurement approach for op risk, and outlined regulators'…
Basel paper outlines way forward for op risk insurers
The Basel Committee on Banking Supervision released a paper in August outlining what the insurance industry must do to design op risk transfer products, including insurance and capital markets products.