Energy

MAS consults on Basel

SINGAPORE – The Monetary Authority of Singapore published a consultation paper that outlines proposed rules and guidelines on parts of its Basel II implementation programme in August.

The CRO road

Some of the larger hedge funds have set up formal risk management functions, appointing independent chief risk officers (CROs) to oversee their business. But what role should a hedge fund CRO play, and are these appointments a precursor of wider changes…

Nymex pit opens in London

Some 76 individuals and 12 companies showed up to trade Brent and gas oil futures on the first day of trade at the New York Mercantile Exchange’s London trading floor today (Monday).

The multi-period explosion

Suppliers of asset and liability modelling software are using grid computing to help life companies cope with the increasing burdens put on them by regulators and rating agencies

Taking the slow road to Basel II

Brazil’s central bank published Basel II implementation guidelines at the end of last year,giving the country’s banks a firm timetable for the introduction of the new framework.What progress have banks made so far? John Ferry investigates

Getting a head-start

North American Energy Credit and Clearing may have gained an advantage by being the first to clear over-the-counter physical electricity contracts. But it still has to prove that it is reliable and efficient. Joe Marsh reports

Hoodwinked!

Have you got a good grip on your view of volatility and correlation? Neil Palmer shows that, thanks to ever -present measurement errors, even the steadiest markets can throw up big surprises

The scandal in Sudan

A fragile peace may at last have come to Sudan after 21years of civil war, but a bitter and unresolved dispute over oil exploration acreage in the south of the country couldendanger that peace. Report by Maria Kielmas

A disciplined approach

E&P companies tend not to strategically hedge in a rising market. But there are good reasons for them to do so, and some are sticking to their hedging strategies, despite suffering losses on their derivatives contracts. By Joe Marsh

James Tweed and Dave Wardley

At the end of last year, JAMES TWEED and DAVE WARDLEY launched the first hedge fund dedicated solely to trading freight. Stella Farrington meets them

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