Commodities
JP Morgan’s equity and commodity VAR soar to five-year highs
Trading risk gauges jump 150% and 190% amid Q1 trading flurry
Trump’s tariff threats stress London gold market
Cost of funding customer positions has shot up 10,000% as deliverable supplies shift to New York
During Trump turbulence, value-at-risk may go pop
Trading risk models have been trained in quiet markets, and volatility is now looming
Australian FRTB projects slow down amid scheduling uncertainty
Market risk experts think Apra might soften NMRF regime to spur internal model adoption
The path to operational resilience begins with reliability and risk management
The challenges Apac financial services firms face enhancing operational resilience and leveraging data and hybrid cloud
Strategies for navigating market volatility in the post-US election landscape
This article examines the key themes of a recent webinar, sponsored by S&P Global Market Intelligence, on market volatility following the US election, including inflation risks, commodities, geopolitical uncertainty, ESG considerations and the role of…
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
Adopt hybrid cloud to resolve the false dilemma between resilience and modernisation in banking
This study explores the challenges banks in Asia-Pacific face in enhancing operational resilience, and how they plan to leverage data and hybrid cloud in building operational resilience
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