Commodities
Position vacant: unpicking energy’s hidden contract risks
Complex, long-term supply deals present job opportunity for risk managers
A profit and loss attribution framework for physical and financial energy portfolios
A P&L attribution framework can improve the information available to energy traders
Commodities may be a sweet spot for blockchain
Some aspects of commodity markets make them a natural fit for distributed ledger technology
Commodities house of the year: Societe Generale Corporate and Investment Banking
French bank focuses on client solutions as rivals pull back
Emir clearing mandate for NFCs is unjustified – EDF Trading
No good reason to subject energy firms to mandatory clearing, says firm's head of regulation
Esma changes to position limits seen as ‘sensible’
Regulator allows higher limits for less liquid commodity derivative contracts
Energy Risk Awards 2016: The winners
Rising commodities powerhouse Citi wins three awards; four nonbank dealers also recognised
Agricultural commodities house of the year: Cargill
Swap dealer unit of US commodity merchant expands global reach
Two sides of the same coin: risk measures in the energy markets
This paper investigates whether there are existing common model features that yield consistently superior results under both VaR and ES risk metrics in the energy commodities markets.
Energy Risk Commodity Rankings 2016 photos
The winners of Energy Risk’s Commodity Rankings were honoured at London’s Le Meridian Piccadilly hotel in February
Phibro CEO eyes opportunities in banks’ retreat from energy
Ex-Morgan Stanley commodities chief Greenshields revives famed trading firm
Seeking a systemic role
Sponsored Q&A: Banca IMI
Technology and regulation
Sponsored feature: OpenLink
A dynamic conditional correlation between commodities and the Islamic stock market
This paper focusses on the dynamics of the correlations between commodities and Islamic indexes.
Quant Ideas: How VAR can add value to energy market analysis
Alessandro Mauro shows how using value-at-risk can improve market risk analysis in the energy sector
OTC trading will live on, SG’s top US commodity trader says
Corporates still need banks for complex, structured deals, says Koppel
Corporate risk manager of the year: Ford Motor Company
Natural hedges and holistic analysis help auto giant cut hedging costs
Quant Ideas: market-making, risk and information in commodities
High volatility and noisy data sets have profound implications on risk management in commodity markets
Few commodity traders saw improved liquidity in 2015 – poll
Three-quarters say OTC liquidity held steady or fell last year, while 25% saw gains
Staying agile and fit for purpose in commodity financial systems
Sponsored feature: Murex
Basel may soften trading book rules on emissions
Latest FRTB tweaks also include increasing granularity of commodity risk weights
Commodity traders cheer CFTC record-keeping fix
Regulator softens Dodd-Frank rule that energy and grain traders saw as burdensome
Vote now in the Energy Risk Software Survey & Rankings
Make sure your vote is counted in Energy Risk's annual ETRM software rankings
Basel Committee 'will move' to more sensitive leverage ratio
Regulators want to switch CEM for SA-CCR, conference told