Commodity Derivatives
60 white papers and resources
Commodity Derivatives
ESG strategies special report
This Risk.net special report sponsored by SAS features a series of articles that reflect on the latest initiatives for consistent standardised global frameworks for measuring ESG, consider the methodologies investors are using to make measurable progress for people and the planet, and discuss some…
Integrating ECL Onto a Stress Testing Platform: Credit Risk Characteristics
FRG’s white paper authored by Jonathan Leonardelli, FRG’s Director of Business Analytics, examines how credit loss in the ECL process can leverage the changes in the credit risk profile of a portfolio during a stress scenario.
Integrating ECL Onto A Stress Testing Platform: Scenarios
This white paper examines technological and methodological strategies to help to produce stress testing expected credit loss values that comply with IFRS 9 as well as CECL Standards for your financial institution.
Reading Between the Fines: A Deep Dive into Financial Institution Penalties in 2022
Fenergo’s latest research report on financial institution penalties in 2022 is available now. Key analysis shows that fine values in the Asia-Pacific region were just 0.77% of what they were in 2021. Read the report to find out about the biggest actions from the past year, key trends driving…
Complying with climate risk framework standards for streamlined processes
Conscious that climate change affects all sectors of the economy, financial institutions are realising the significant impact this will have on their customers and, ultimately, their own profit margins. In addition, there is a greater appreciation of how their own activities can influence the…
Podcast: Leveraging Real-time Data Feeds For Faster Business Decisions
The markets have been on a very volatile ride in 2022, which makes low-latency data more crucial to the business. This broadcast brought on a veteran data leader from the London Stock Exchange Group (LSEG), who shared what the key markets challenges are, and how firms can leverage LSEG’s vast…
Will the Russian gas crisis derail the EU’s climate agenda?
As Europe weans itself off of Russian gas, This Risk report asks whether the European Union’s climate and carbon agendas will suffer. Dramatic surges in European gas prices at the end of 2021 – and again after Russia’s invasion in February – have caused electricity producers to switch from gas to…
Mifid II transaction reporting and risk management – The quest for quality
This report is based on a Risk.net survey commissioned by London Stock Exchange Group, which was completed in August 2021. The survey sought the views of firms that have a transaction reporting obligation under the Markets in Financial Instruments Regulation (Mifir)
Case study: avoiding cash drag using equity index futures
Learn how Equity Index futures, from CME Group, can be used to keep a portfolio fully exposed to its benchmark index while allowing cash to remain for operational purposes.
The XVA challenges energy traders face in a complicated and volatile market
As the energy sector has recently experienced extreme fluctuations in price and other dynamics due, in part, to pandemic-related and geopolitical effects, in this paper we take a look at some of the challenges energy traders face when seeking to apply XVAs to their derivatives transactions.