Commodities
CFTC to review swap data reporting regulations
Rule changes could be proposed as early as fourth quarter of 2017
Commodity swap data goes from bad to worse
Lack of regulatory guidance, collaboration and market confusion continue to plague SDR reports
Commodities firms fear EBA’s inappropriate capital charges
Energy lobbying overlooked as proposed regime threatens vigorous demands
FRTB standardised approach threatens commodity hedging
Basel language would force unnatural treatment of offsetting positions
The Dark Ages: US and EU unite in position limit vagaries
Regulators’ inactivity infuriates commodities markets
Lessons from the Mortician: volatility modulation
Paul Tudor Jones II, Santhanam Nagarajan and Dario Villani show how to use volatility modulation
Cloud control
Sponsored feature: OpenLink
Kaminski: discounting for energy swaps ‘a big mess’
Energy Risk USA: most energy firms still prefer Libor for discounting
Energy Risk Awards 2017: The winners
SocGen, Citi and BP among those recognised as commodities markets stabilise
Consultancy of the year: PwC
Energy Risk Awards 2017: PwC's world-class capabilities felt across commodities
Ferc’s Collins dismisses algo trading fears
Energy Risk USA: surveillance chief says HFT is yet to take hold in the power and gas markets
Managing energy market volumetric risk
Krzysztof Wolyniec presents a volumetric risk management model for energy markets
Redemptions focused within strategies suffering losses in 2016
Redemptions focused within strategies suffering losses in 2016
Mifid malfunction: Brexit breaks data foundations
Removing the UK from EU markets could derail new European trading and transparency rules
Natural hedges: swapping the City for New Zealand
After a decade in forex sales, Tony Beard now advises a Maori tribe on hedging
People: Morgan Stanley sees raft of commodities exits
A number of senior bankers across Morgan Stanley’s commodities and energy lending units in the US are leaving the bank
Commodities traders question EU’s insider trading regime
Esma guidance on Mar leaves market in the dark, say critics – particularly for hedges
Energy firms given second escape path from Mifid II
Revival of capital test "a workable solution" for asset-heavy companies
A pairs trading strategy based on switching-regime volatility for commodity futures
A pairs trading strategy can give a larger Sharpe ratio with respect to classical methods
CSRC: commodity futures speculation not moving spot prices
Eye-watering one-day moves on China spot commodity markets due to “supply and demand”
‘Wrong type of liquidity’ spells trouble for energy hedges
Cyclical lull conceals structural shift as liquidity becomes shorter-dated and more flighty
Asia data provider of the year: GlobalView
Data provider aims to disrupt with enterprise-wide solution and emphasis on integration
Asia commodity finance house of the year: Societe Generale
SG CIB makes Asia renewables expansion the cornerstone of its commodity finance business
Base metals dealer of the year: BNP Paribas
French bank expands hedging and finance solutions to mainland China