Counterparty departure forces closure of eight oil trackers with $580 million of assets
Mishmash of regulations still govern China’s financial industry
What part did Bank of China and other investors play in last month’s oil rout, asks derivatives veteran
Bourse draws criticism over timing of options model change; delay in sending key margin file
Controversial loss allocation technique remains unused during recent market routs, but banks want it banned
Brent crude contract traded volumes hit 3.4 million on March 9
This study focuses on the analysis of long-run and short-run relationships between Brent crude oil spot and futures prices during the first Gulf War (1990–91) and the global financial crisis.
Commissioner wants to see new derivatives products to help mitigate climate threat
New rule on speculative commodity trades will be proposed within weeks
Surveillance tools against market abuse are enjoying a technological revolution in analytics, while anxious supervisors are also closing in on market practices. Risk.net hosted a webinar in association with NICE Actimize to analyse the threats and…
Risk appetite should be factor in selecting auction participants – Wasserman
New fund targets commodities others are “scared” to trade – from asphalt to glass panels
James Schwartz and Chrys Carey, of counsels at Morrison & Foerster, explore the impact of a recent Commodity Futures Trading Commission white paper – including how its author’s suggestions would affect cross-jurisdictional application of its regulations …
Amid widespread expectation that Libor will soon be discontinued, questions are being asked around whether the transitioning towards risk-free rates will prove too onerous to achieve. Christopher Dias, principal, advisory, at KPMG, explores whether the…
A calculation of CVA integrating a commodity futures exposure with probability of an event under WWR and credit downgrades
China’s iron ore market opens up, despite weak start for crude futures
Traders optimistic over long-term prospects for INE RMB crude future
International banks see healthy interest from overseas clients
CFTC expected to draft a narrow list of contracts in scope
This paper introduces a local volatility model for the valuation of options on commodity futures by using European vanilla option prices.
This paper examines the performance of three DeMark indicators over twenty-one commodity futures markets and ten years of daily data.