Regulators must take energy market manipulation seriously, argues Kaminski
Americas commodity head says bank is well positioned to cope with new rules
'Fairly threatening' letters caused consternation among derivatives end-users
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Energy articles
ABSTRACT This paper reports a practical approach to constructing arbitrage-free volatility surfaces that are consistent with the observed options smiles and Samuelson effect in futures markets.A separate...
Monitoring and assessing risk culture using quantitative techniques
Greater role for risk management in strategic plans proposed
Shell compliance officer warns of "serious threat" posed by EU rules
Counterparty concerns could lead to increased use of clearing
Contributions to commodity trading and risk management honoured
Photos from Energy Risk's award dinners in Houston and London
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.