Articles by Mark Pengelly
A changing landscape in commodity derivatives
A changing landscape
Energy Risk's Europe and North America awards open for submissions
Energy Risk's prestigious Europe and North America awards open for entries from market participants
PRAs push back against potential EU rules on benchmarks
Price reporting agencies among the most vehement critics of potential EU rules on benchmark indexes
Vote now in the Energy Risk software rankings
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Firms shy away from public utilities despite CFTC relief
No-action letter not enough to convince counterparties to trade with public utilities
Special report: Oil
Energy Risk focuses on the world's most actively traded commodity
Editor's letter: More effort required
More effort required
Banks retreat from commodity derivatives
Wall Street retreats
Banks cut commodity VAR as regulatory reform bites
Basel capital rules and regulatory reform stymie risk appetite of major banks in commodities
Is risk modelling keeping up with the energy market?
Lean times in energy and commodity derivatives trading have caused a cutback in the amount of time and resources spent on energy risk modelling – a worrying trend that could leave firms unprepared for future market challenges, argue some experts. Mark…
Energy Risk Europe: EC official questions energy industry estimates of clearing costs
Industry estimates of clearing costs met with scepticism
Ex-Credit Suisse bankers founding energy risk advisory firm
Former head of power trading joins at least one ex-colleague to found Scoville Risk Partners
Forex options traders count the cost of stressed VAR
Costing stressed VAR
The agent-principal dilemma
The agent-principal dilemma
Industry split over Basel trading book review
Comment period ends on September 7, but banks are struggling to find common ground
Stressed VAR will hit forex options, dealers warn
Certain forex options and exotics penalised by Basel 2.5, including emerging market currencies and double no-touches
Risk 25: The search for margin efficiency
Margin efficiency: The new battleground
Attempts at CDS portfolio margining in regulatory limbo
Dealers worry about the impact on liquidity unless single-name and index trades can be margined together
Quant Congress USA: Real-time audit trail unnecessary, says SEC chief economist
SEC chief economist says consolidated audit trail rule is strong enough, despite concerns from Democrats
Quant Congress USA: Avoid synthetic ETFs, says Avellaneda
Leveraged and inverse ETFs and ETNs criticised by New York University mathematics professor
Steering towards new CCP principles: William Dudley interview
Principle character: William Dudley interview
Investors seek alternative forex hedges for euro crisis
Australian dollar, renminbi and CE3 currencies touted as alternative macro hedges for European debt woes