Reporting requirements for ESG funds may not solve the problem – a list of harmful investments might
Asset managers’ ESG claims will now be more closely scrutinised following DWS allegations
NN Investment Partners SFDR fund holds 91% of investments in oil and gas companies
Imposing set-asides based on stress tests “does not make any sense”, sustainability chief warns watchdogs
Winners of the 2021 Energy Risk Commodity Rankings supported clients in unprecedented times to be voted counterparties of choice
Vanishing liquidity, the Ronin collapse, XVAs – the pandemic wreaked havoc in risk transfer markets
Asia Risk 25: Bond futures and credit default swaps the missing pieces
This paper investigates the significance of oil, gold and coal returns on Bitcoin returns for a research duration of January 2011 to September 2018 on a monthly periodic basis.
BNPP wins top derivatives award, with Macquarie scooping environmental products house
22% of funded exposures rated CCC or lower as of end-September
Market bounce-back blindsided quant investment firm – and others
Interview: oil giant puts up to 50% of spot flows through algos, explains FX head Michael Dawson
How are investors enabling the move to the low-carbon economy?
Did negative oil prices signify the market was operating effectively, or that something was wrong?
Energy Risk Awards 2020: Firm’s wide commodities presence, physical and financial risk expertise and financing capabilities result in standout deals
This paper studies the optimal extraction and taxation of nonrenewable natural resources.
Banks ponder how to offset risks of ESG derivatives – or whether hedging is even desirable
Will negative prices and big losses curb retail investors’ appetite for oil futures over the longer term?
Overhauling pricing models could reap rewards even if prices don’t cross zero again
Counterparty departure forces closure of eight oil trackers with $580 million of assets
Model tuned to negative prices has implications for pricing, margining and delta hedging
The market is gravitating to the Bachelier model as an alternative to Black 76
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