Liquidity
Energy Risk Commodity Rankings: firms provide a lifeline in choppy waters
Winners of the 2021 Energy Risk Commodity Rankings supported clients in unprecedented times to be voted counterparties of choice
Trade surveillance shouldn’t deter traders
Monitoring costs are forcing commodity players from market participation. It doesn’t have to be that way, say consultants
Bitcoin futures pricing kindles manipulation fears
CME and CBOE insist pricing methodology is robust; critics say contracts are ripe for manipulation
China oil future approved, March start targeted, says source
International banks see healthy interest from overseas clients
Commodity finance house of the year, Asia: Societe Generale
Energy Risk Asia awards, 2017: Green initiatives drive bank’s Asian energy funding business
Q&A: Giancarlo stresses importance of international relations
EU regulatory inexperience causes problems for CFTC chairman
Q&A: CFTC’s Quintenz weighs swap dealer threshold impact
Activity-based threshold could be ‘disincentivising’ dealers, says commissioner
Top 10 energy risks and challenges
Regulation and changing market dynamics among threats to energy in year ahead
Quintenz: former CFTC leadership failed commodities end-users
Commissioner says regulator “poorly defined populations and risk” under Obama administration
Ferc urged to prop up illiquid natural gas indexes
A lack of willing price reporters is eroding confidence in key benchmarks
Interview: Can Matthew Chamberlain rescue the LME?
London Metal Exchange CEO identifies problems, awaits contract and fee structure revamp feedback
Derivatives house of the year: Citi
Energy Risk Awards 2017: Citi's multi-year strategy continues to pay off
Audio webinar: The state of intraday power trading in Europe
Opportunity exists for large trading houses and utilities to tap into intraday power trading to balance their portfolios and generate alpha
‘Wrong type of liquidity’ spells trouble for energy hedges
Cyclical lull conceals structural shift as liquidity becomes shorter-dated and more flighty
Mifid II impact on energy liquidity sparks fiery debate
Regulators and industry clash over interpretation of Mifid II market-making rules at industry event
To assess liquidity risk, one must ask the right questions
A mathematician’s insight during World War II can help guide risk managers today
Quant Ideas: market-making, risk and information in commodities
Persistent low liquidity in commodity markets is the result of the fundamental interaction of high volatility and noisy data sets. This fact has profound implications for the theory and practice of risk management in commodity markets
Few commodity traders saw improved liquidity in 2015 – poll
Three-quarters of traders surveyed say liquidity in OTC commmodity derivatives held steady or declined last year, while 25% saw gains
Commodity premia: It’s all about risk control
Luc Dumontier and Guillaume Garchery of La Française Investment Solutions present the main commodity risk premia, ways to implement them and pitfalls to avoid
Liquidity biggest worry for RWE Supply & Trading CRO
The varied career of Uwe Schulz, CRO of RWE Supply & Trading, has led him to appreciate the dangers of liquidity risk – something that is particularly relevant in today’s energy market environment