Feature
PRAs under attack amid market manipulation investigations
Price reporting agencies (PRAs) are facing intense scrutiny from regulators, amid renewed allegations that their widely used price indexes are being manipulated by unscrupulous energy traders. Will the PRAs be forced to change their ways? Alexander…
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State involvement in cyber defence may be a mixed blessing
Stated threats
Commodity derivatives regulation gathers pace outside EU and US
Although much of the recent focus has been on rules in the European Union and the US, other jurisdictions across the globe are also weighing changes to the way they regulate over-the-counter commodity derivatives. In some cases, these could have…
XXX financing market braced for increased captive scrutiny
Reserve financing using offshore captives is big business in the US. Yet what started as an innovative method of moving excessive reserve requirements off balance sheet has turned, in some regulators’ minds, into a dark art that puts policyholder…
Applied risk management series: Optimising commodity hedging programmes
The design and optimisation of a successful commodity hedging programme requires solid backtesting that meets the needs of different business functions. Using a recent case study, Carlos Blanco and Tamir Druz show how various tests can complement and…
Structured Products Nordics: Sweden's regulator demands greater transparency
Preparing for the burst
Insurers look to volatility controls to support long-term guarantees
As insurers look for ways to offer long-term guarantees to customers despite the challenging investment environment, some are turning to volatility control mechanisms to reduce the cost of hedging the guarantees. Louie Woodall examines how these…
Uneconomic trading, market manipulation and baseball
Regulators, including the US Federal Energy Regulatory Commission, are aggressively targeting uneconomic trading in a crackdown on potential market manipulation. Such moves have striking parallels in the history of baseball - some of which might prove…
Data mining helps unscramble complexities of fraud
A mine of information
Asia exchanges set for overhaul as competitiveness wanes
Solid structures
Insurers turn to structured credit in search for yield in Asia
Yielding results
BlueCrest's Braga on trend-following strategies
Conventional traditionalist
Into the unknown: Risk OTC client clearing survey
Into the unknown
