Commodities
CCP margin buffers too big, research suggests
Procyclicality calculations should depend on expected spikes in volatility, argue Ice risk experts
One size does not fit all – Adapting to meet investment goals
Guillaume Arnaud, global head of quantitative investment strategies (QIS), and Sandrine Ungari, head of cross-asset quantitative research at Societe Generale, explore the benefits of QIS for investors, why flexibility is crucial for investors to meet…
Eka disrupts CTRM software landscape
The commodities trading and risk management software landscape – up to now dominated by large providers – is shifting. Rick Nelson, executive vice-president and chief business officer at Eka, talks about being a disrupter and explores how digitisation…
Risk premia strategies – Lessons learned for the future
After a difficult 2018, investors are increasingly wary of risk premia, concerned that factors leading to underperformance might be a recurring problem. Imene Moussa, executive director at UBS, clarifies this issue
Some see Esma reining in position limits after review
The scope of position limits could shrink to cover just the major benchmarks, one executive argues
How does it look from space? Satellite surge to alter investing
Higher-frequency images set for use in entirely new ways and by more investors than before
The advance of analytics
Machine learning is coming to analytics but there are hurdles to overcome first, says Aiman El‑Ramly, chief operations officer at ZE PowerGroup
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