Feature
Joint Associations Committee releases principles for retail structured products distribution
The five trade associations which have formed the Joint Associations Committee (Jac) published the final version of Distributor-Investor non-binding principles on July 9, following the completion of a consultation on a draft released in the middle of May…
Technology Special Report
Welcome to Energy Risk’s 2008 Technology Special Report, which includes an informativeSystem Frontrunner section and the 2008 software Directory. This is a comprehensivelisting of companies that provide energy trading and risk management (ETRM)software…
Valid Assumptions Required: Monte Carlo VaR
Brett Humphreys discusses the many decisions associated with the calculation of a Monte Carlo value-at-risk.
Explaining bias in mean-reversion speed estimates
Current estimates of mean-reversion speeds for energy commodities may be strongly biased toward zero. Cliff Parsons explains the bias
Uncharted territory
As crude oil prices soar, the coming hurricane season looks set to add yet more complexity to US airlines’ dynamic hedging programmes. Catherine Lacoursière reports
Volatility in dry bulk freight rates
Volatility in dry bulk freight rates has hit record levels in recent weeks.Peter Norfolk at SSY Consultancy & Research discusses the trend
And the winners are...
The 2008 Energy Risk Awards ceremony was held in Houston onJune 10. Comedy writer Alan Zweibel presented the awards withEnergy Risk editor Stella Farrington
Making the choice
Choosing the most appropriate front- and middle-office software canbe a perplexing task. Getting the most out of your software selectionrequires a structured approach, writes Ryan Rogers of Enite
ETRM software directory
ETRM software directory Energy Risk’s annual directory ofenergy trading and risk management software providers
Return of the Jodi?
The Joint Oil Data Initiative (Jodi) to improve oil market data has failed toimpress. But after receiving a tougher mandate at June’s Jeddah EnergyMeeting, that could be about to change, writes Eithne Treanor
Application of MFMC to spread option valuation
John Breslin, Les Clewlow, Calvin Kwok, Chris Strickland and Matthias Pfau continue their discussion of the multi-factor multi-commodity modelling framework
Singapore announces commodities exchange
Trading technology company Financial Technologies Group is to launch a Singapore-based commodities exchange, it has announced.
Cruel summer
Editor's blog
Barclays unveils Guaranteed Deposit Accounts in Offshore Bonds range
Barclays Capital has launched two products as the latest offering in its Structured Deposit Series for Offshore Bonds range. The five-year World Equity Deposit Account offers protected exposure to a basket of four equally-weighted indexes, comprising the…
Barclays Wealth enhances rates on investment range
Barclays Wealth is launching a range of capital protected investments with improved terms on growth and income products, which are designed to maximise returns in volatile markets. The Protected FTSE Plan offers 1.5 times the rise in the FTSE 100 index…
HSBC goes global on agriculture
HSBC Global Banking and Markets has launched the HSBC Optimised Global Agriculture index, which is designed to provide exposure to companies involved in businesses related to the cultivation of crops and plants. The index will be used as a basis for…
S&P gauges Gulf
Index provider Standard and Poor’s has launched the S&P GCC 40 index, which is designed to provide exposure to 40 of the largest and most liquid companies on the primary exchanges in Bahrain, Kuwait, Oman, Qatar and the United Arab Emirates (UAE). The…
Nasdaq OMX offers wind energy
Index provider Nasdaq OMX and research firm Clean Edge have launched the Nasdaq OMX Clean Edge Global Wind Energy index, which is designed to provide exposure to companies that are primarily manufacturers, developers, distributors, installers and users…
Convertible arbitrage falls out of favour as market confidence falters
Convertible arbitrage
Special situations strategy benefits from volatile economic conditions
Special Situations