Commodities
Australian FRTB projects slow down amid scheduling uncertainty
Market risk experts think Apra might soften NMRF regime to spur internal model adoption
Quants mine gold for new market-making model
Novel approach to modelling cointegrated assets could be applied to FX and potentially even corporate bond pricing
Central clearing and trade cancellation: the case of London Metal Exchange nickel contracts on March 8, 2022
This paper explores the 2022 nickel price event on the London Metal Exchange, examining LME’s response to the market stress, court verdicts and the potential impact on CCP rule books.
Market-making in spot precious metals
A market-making framework is extended to account for metal markets’ liquidity constraints
Derivatives client clearer of the year: Societe Generale
Risk Awards 2025: French dealer rides CTA wave with 9.6% jump in US clearing business
Hedge fund of the year: Citadel
Risk Awards 2025: In a year without tall trees, Citadel’s forest of strategies thrived
JPM sees upside in blurring lines between QIS and SMAs
Hedge funds are combining their strategies with bank indexes to create new products
Newcomer of the year: Topaz Technology
Jon Fox and former colleagues formed Topaz Technology in 2015. Having seen many different systems and, in some cases, written and built a few themselves, there was always something missing, leading them to build a system that unifies risk reporting and…
Energy Risk Asia Awards 2024: The winners
Winning firms adapt to change with exemplary risk management skills
Six CCPs fail to cover concentration risk in Esma stress test
Largest shortfalls modelled in commodity derivatives segment, led by Ice Clear Europe ECC
Axpo outperforms in the Commodity Rankings 2024
Energy market participants give recognition to the Swiss utility as it brings competitive pricing and liquidity to embattled gas and power markets
Vendor spotlight: Hitachi Energy
Energy markets are evolving fast and becoming more complex, shaped by factors such as shifting supply chains, the spread of renewables and increasing globalisation.
Market disruptions cause energy firms to seek advanced analytics, modelling and risk management capabilities
Geopolitical unrest and global economic uncertainty have caused multiple disruptions to energy markets in recent years, creating havoc for traders and other companies sourcing, supplying and moving commodities around the world
ENGIE empowers clients globally to decarbonise and address the energy transition
In recent months, energy market participants have faced extreme volatility, soaring energy prices and supply disruptions following Russia’s 2022 invasion of Ukraine. At the same time, they have needed to identify and mitigate the longer-term risks of the…
Foreign funds are bulls in China’s onshore commodity futures
Growing participation from overseas investors is boosting liquidity in what’s already a boom market
FX books bulge in quant investment field
Carry strategies attract bulk of interest; banks eye growth in volatility, intraday and emerging market replication
BNP Paribas targets hedge funds with equity vol carry options
Bank aims to meet demand for QIS options extending beyond commodities
Energy credit optimisers vie to become headline act
Competing initiatives may dilute ‘network effect’ as race to fill void left by TP Icap intensifies
Driving a modern operational resilience program
Strengthen your operational resilience processes, meet pertinent regulatory requirements in this space, and enhance business continuity practices with the help of high-performance GRC technology.
CFTC hears ‘call to action’ from swaps end-users on Basel III
Commissioner Pham mulls engaging with prudential regulators over capital hit on clearing
Zero-day hedging takes root in new asset classes
Option users move beyond equity indexes in search of cheaper, sharper hedging tools