Commodity Derivatives
72 white papers and resources
Commodity Derivatives
CES China 120 Futures - A Useful Offshore Hedging Tool For Cross-Border Investment
This white paper explores the tools needed to support cross-border stock investment in Shanghai, Shenzhen and Hong Kong. The paper further provides a convenient and cost efficient offshore market tool for Mutual Market investment.
The Efficiency of Counterparty Netting in OTC Derivatives: How Clearing Solves the Uncleared Margin Puzzle
This white paper considers the margin efficiencies generated by counterparty netting within clearing and by using interest rate swaptions as a worked example, quantifies those margin efficiencies.
Dodd-Frank Position Limits: The Devil is in the Details
Commodity markets can be volatile, so end users routinely hedge the risk that prices will move against them and potentially eliminate some or all of their profit margin.At the same time, speculators with the expertise to spot trends are often willing to take on the risks that hedgers transfer to…
Navigating the Murky Waters of Initial Margin for OTC Derivatives
This white paper looks at a breakdown of the different regulations for non-centrally cleared trades, how the new IM requirements affect the OTC derivative markets participants, IM based methodologies, the potential issues of the new sanctions and how to manage the ambiguities around IM.
Evaluating the Operational and Market Risks for Complex Energy Portfolios and New Energy Investments Optimisation
Evaluating the Operational and Market Risks for Complex Energy Portfolios and New Energy Investments Optimisation in Europe employing the Power of Hybrid Integrated Modelling. Today, it is widely accepted that the Global Community is facing significant challenges in the energy sector that stem from…
Risk management in exotic derivatives trading : Lessons from the recent past
This white paper presents a particular occurrence of this issue on the interest rate market, extends it to commodities, and details some risk management techniques that could have been used in order to avoid losses.
Emerging initial margin requirements
Ongoing market uncertainty over the new and evolving margin regime for non-cleared over-the-counter derivatives has drawn many questions from firms, with too few reliable answers. This global survey – conducted by Risk and sponsored by IBM – is one of the first,comprehensive attempts to shed some…
Cloud computing and Solvency II
The computational requirements of Solvency II are driving the need for more computing power and data storage to be accessible on a scalable basis. Early adopters are leveraging cloud computing for their Solvency II implementations, while others are taking a more cautious approach, waiting for the…
Introducing an Advanced CTRM Solution for Global Energy and Commodity Trading
We combined a market-leading, proprietary provider of news, weather and marketing analysis with a SaaS solution for the energy and commodity trading sectors to create a web-based, multi-commodity integrated risk management solution that will transform the way you do business. This resulted in a…
Legal Risk Benchmarking Survey: Results and Analysis
In 2003 the Basle Capital Accord set the challenge to Financial Institutions: to create systems and controls that will contribute to the management of ‘the legal aspects of operational risk’ (legal risk). But although Financial Services dominate this area, legal risk is an issue across all sectors…