High-frequency trading spreads across energy markets
Fast and furious
The current market environment – increasingly insolvent governments and greater correlation among asset classes – is characterised by high systemic risk, making hedging difficult and speculative opportunities fleeting. Such trends increase leverage and heighten sensitivity to central bank policies, especially those affecting currency pairings. Energy assets, with their dollar denomination and international flows, are directly affected.
In these markets, any competitive advantage is highly sought
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Break down silos to manage geopolitics – risk managers
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Managing extreme volatility in commodities
Persistent volatility requires a rethink of technology architecture, says Murex head of market risk practice
Commodity volatility prompts a rethink of risk frameworks
Commodity market volatility is exposing the cracks in firms’ risk management frameworks and policies
Asian banks close out energy clients as Iran war bites
Firms with short jet fuel positions faced losses up to $100 million as initial margin soared 566%
