Commodities
Making technology count in a C/ETRM world
As businesses grow, so does their need for modern, agile and cost-effective commodity/energy trading risk management (C/ETRM) solutions. Pioneer Solutions explores how its next-generation, highly configurable C/ETRM systems take advantage of the latest…
US swaps end-users cry foul over SA-CCR punch
Capital on non-margined trades jumps 90%, and energy firms face double hit
Q&A: Blockchain in commodities – a solution in search of a problem?
Competitors must work together if technology is to harness its potential, say three industry leaders
Finding potential in a volatile commodities market
Macquarie is uniquely positioned to offer clients a range of products, expertise and experience across the commodities space. Nick O’Kane discusses the bank’s approach to commodity markets and what he expects next
Energy Risk Commodity Rankings: the return of geopolitical risk
Geopolitical tensions introduced extreme volatility to many commodity markets in 2018, while environmental markets began to take off
Energy Risk Software Rankings: Powering up
This year’s Software Rankings reflect the increasing number of firms offering commodities software outside the core CTRM space
BNY Mellon’s markets head jumps to Royal Bank of Canada
Michelle Neal will join the Canadian firm in June as head of US Ficc
US-China trade war becomes focus again for commodities
As the end of the 90-day truce in US-China trade hostilities looms, commodity markets brace for uncertainty
Regulators to scrutinise CCP default auctions
CPMI-Iosco preps discussion paper as banks warn further guidance needed after Nasdaq default
Honesty is key to machine learning’s future – Roberts
Oxford-Man Institute director on why tomorrow’s models will gracefully admit defeat
On hedging, BP and Shell set different timelines
Shell has much larger share of derivatives classified as current than BP
Quants use AI to cut through murk of ‘sustainability’
Separating the wheat from the chaff is fundamental to ESG investing. Machine learning can do that
Asia moves: Nomura boosts Asia ex-Japan, Bank of America picks two Apac co-heads, and more
Latest job changes across industry
Ice Clear Europe posts $1.2bn margin breach in Q3
In total, 55 margin breaches reported at end-September 2018
Openlink, Aspect and TriplePoint CEOs on being ION firms
Mergers and acquisitions are not uncommon in the world of commodity trading and risk management (CTRM) software, but the recent shopping spree by Ion Investment Group took even the CTRM technology market by surprise.
Technical uncertainty in real options with learning
This paper introduces a new approach for incorporating uncertainty in the decision to invest in a commodity reserve.
Dynamic delta option strategies in Nordic electricity markets
This paper examines how electricity options traded in the Nasdaq OMX Commodities Europe financial market are priced compared with their corresponding futures contracts.
From trend follower to trailblazer
New fund targets commodities others are “scared” to trade – from asphalt to glass panels
New directions – Diversification of alternative risk premia strategies
Despite a difficult year, investors remain keen to use alternative risk premia strategies. However, current approaches may be less diversified than they appear, especially given cross-contamination in cash equity factors. According to Nomura, a more…
CTRM software house of the year, Asia: Ion: AspectCTRM
Energy Risk Asia awards, 2018: appealing to both large and small firms leads to impressive revenue growth for commodities software firm
Innovation of the year, Asia: BOCI
Energy Risk Asia awards, 2018: Bank of China International launches first broad-based Chinese commodity index
Commodity finance house of the year: Societe Generale
Energy Risk Asia awards, 2018: standout financing deals reflect growing appetite for renewables and new approach to risk