Risk management
Trading positions – October 2010
Trading positions - October 2010
Regulation, liquidity and risk management strategies
Counting the costs
Tackling section 165 of the Dodd-Frank Act
Tackling section 165
Factors on demand
Linear factor models are commonly used by portfolio managers to capture sources of risk, traditionally split between systematic and idiosyncratic types. By using the conditional link between flexible bottom-up estimation, and top-down attribution, factor…
UK Lehman administration considers spin-off
Specialist firm would provide complex derivatives valuation and advisory services.
Total eyes growing Asia and China energy market
French energy giant Total takes a large stake in an Australian liquefied natural gas (LNG) project with an eye to growing energy demand from Asia and China
BNP Paribas reshuffles global equities and commodities derivatives business
French bank BNP Paribas has reshuffled its global equity and commodity derivatives (GECD) business units and says there are no job losses
EDHEC-Risk slams France on commodity derivatives regulation
Influential risk management and analytics business school, the EDHEC-Risk Institute, has criticised France for its hardline approach to commodity derivatives market regulation on lack of evidence
Middle East maelstrom
Middle East maelstrom
Trading positions - September 2010
Energy Risk catches up with the latest appointments, promotions and departures in global commodity markets
Special report: Energy end-users
Special report: Energy end-users
Open source reaches risk analytics
Free for all
Brokers establish own carbon trading risk tests
Carbon brokers establish their own checks for assessing counterparty risk, following European market authorities’ failure to react to a spate of carbon market fraud.
Editor’s letter - Energy end-users special report
Editor’s letter - Energy end-users special report
BP’s Gulf of Mexico oil spill will not push fuel switching
Experts quash fears that tighter restrictions following BP’s Gulf of Mexico oil spill will result in oil to gas fuel switching in the US, thus pushing up gas prices
End-users adopt more complex hedging tools and methods
End-users’ energy and commodities hedging strategies are growing in sophistication as they adopt more complex products and non-traditional tools, says the head of RWE npower’s optimisation desk
Forward planning at M&S
Forward planning at M&S
Flash crash lessons learned: Interview with Bannert-Thurner
Now that the dust has settled after the extraordinary May 6 ‘Flash Crash’, Victor Anderson catches up with FTEN’s Valerie Bannert-Thurner to discuss how technology can help guard against future crises
Adding value through risk management
Ahmed Adam, senior consultant, market and liquidity risk management, at Thomson Reuters, speaks about the challenges facing the risk management function today
Nigerian political stability boosts oil production
Nigeria’s crude oil production is on the up, after geopolitical stability hints at consistent growth, says the NNPC
NATS saves £1.7 million in hedging programme
Major end-user NATS saved £1.7 million after installing a new hedging strategy and energy risk management programme
Asia Risk 15: Asia’s coming of age
The 15th anniversary special report contains in-depth articles covering the end-users of financial risk management tools and techniques, the evolution of asset classes, the development of derivatives infrastructure, plus a 'talking heads' section with…
Asia Risk 15: Wang Lili, ICBC
Chinese banks have radically reformed their risk management practices since 2003. Wang Lili, executive director of the world’s largest bank, ICBC, describes the remarkable journey and highlights some of the challenges and risks ahead