Commodity derivatives
The Path To Operational Resilience Begins With Reliability And Risk Management
This study will explore the challenges that financial services firms in APAC face in enhancing operational resilience as well as how they plan to leverage data and hybrid cloud in building operational resilience.
Three key drivers of middle-office outsourcing
This white paper examines the growing trend of middle-office outsourcing among asset and fund managers, driven by operational efficiency and cost control.
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
VAR migration postponed at LME amid nickel crisis review
Clearing house faces tricky balance between arbitrage trades and corporate metals hedging
Risk, portfolio margin, regulation: regtech to the rescue
This Whitepaper addresses the complexity of today’s risk environment for market professionals which can only be fully met with a regtec approach. Cost, competition, technology capability, and regulation influence and drive decision making.
Energy Risk Software Rankings 2024: IT demands increase amid rising risk
Heightened geopolitical and credit risk increase requirements on commodities software
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.
Recovering Greeks from sensitivities
This quantitative paper presents a model-independent method for calculating delta, vega and rho based on a comparison of the sensitivities of any derivative payoff with those of its underlying observables.
Bank balancing: optimising margin and capital in a higher-rate environment
This Risk.net paper, which features leading practitioner insights, assesses the challenges banks are facing in the new higher rate environment and the strategies and tools they are using to optimise margin and capital on their derivatives portfolios.
Clearing members combing rule books after LME lawsuit win
Industry debates whether other CCPs and exchanges would cancel trades if faced with similar crisis
HSBC shifts part of US precious metal trades to UK
US subsidiary transfers all related market risk to headquarters
Nickel odium: critics pan BoE role in LME meltdown
Last year’s nickel fiasco calls into question effectiveness of UK supervisory model – and of central bank’s part
The importance of data-driven decision-making in Asia-Pacific
Embracing data-driven decision-making enabled by digital technologies is crucial for the success of lending institutions in the Asia-Pacific (Apac) region.
Apac banks put trust in pre‑trade
Amid tougher trading conditions, Apac banks are making greater use of pre‑trade analytics to inform their strategies and reduce risk. But how successful are these tools?
Navigating IFRS 9: strategies for effective implementation and moving beyond
There has been a constant change within the landscape of financial reporting, and IFRS 9 has been proven to be a critical component.
Using emerging technologies to improve the risk management function
This white paper discusses why capital markets firms need access to the most innovative technologies, real-time analytics, and timely and accurate data for better and faster decision-making in the risk function.
Adapting to economic uncertainty: Internal audit's journey
In this report, internal auditors in different sectors have shared their experiences and strategies, providing valuable insights for others facing similar challenges.
LME case could redefine exchange powers to cancel trades
European trading venues have broad discretion when responding to market emergencies
The dynamics of XVA usage and other themes that characterise trading in the energy markets
The application of XVAs for derivatives transactions, the need for sophisticated modelling and the growing application of machine learning are among six themes explored in this white paper – all of which significantly impact trading in the energy markets.