Become a member and subscribe Login

Risk management in commodity derivatives trading

 

May 16, 2012

EDHEC-Risk Institute research associate Hilary Till looks at the risk management of commodity derivatives trading and the lessons that can be learned from recent high profile trading debacles.

Till, a principal, at Premia Capital Management, LLC, analysed several case studies and looks at risk management at large institutions, proprietary trading firms and at hedge funds. The research is a chapter dealing with commodity derivatives trading risk management in Risk Management in Commodity Markets: From Shipping to Agriculturals and Energy.

View this research here: Case Studies and Risk Management Lessons in Commodity Derivatives Trading

Sponsored Content

, , ,

Leave a Comment

More from this fund

What a brief encounter with Elon Musk taught me about the limits of capitalism

Colin Tate

June 18, 2026

Impact investing’s case for scale

Darcy Song

June 16, 2026

How CIOs are building portfolios for an unpredictable world

Darcy Song

June 16, 2026

Assault on universities fracturing the ‘social compact’ behind US growth

Simon Hoyle

June 16, 2026

GIC, Temasek eye trillions of growth in climate adaptation market

GIC, Temasek eye trillions of growth in climate adaptation market

Singapore’s two largest asset owners, GIC and Temasek, see attractive opportunities in climate adaptation solutions – a relatively underfunded area compared to decarbonisation. The former has already made selective adaptation investments and said the opportunity set across public and private debt and equity could increase to $9 trillion by 2050.

Darcy Song

May 09, 2025

Systemic impacts in pension systems: Perspectives from ‘down under’

David Bell and Geoff Warren

February 25, 2025

ML forecasts trump analyst coverage over long horizons: Research

Darcy Song

February 12, 2025

Top1000funds.com rated ‘most useful’ by readers 

STAFF WRITER

May 02, 2024

Purse strings loosen, despite rising concern about public equity valuations

Jack Smith

March 07, 2024

Sort content by

Equity portfolios’ tell-tale turnover

Turnover in a portfolio reflects the extent of a manager’s long-term focus. A new report finds most equity managers replace their shares at a rate more than twice what’s thought of as ideal.

Amanda White

March 03, 2017

Balancing the long and short of it

Recent reports highlight challenges sovereign wealth funds face in reconciling long- and short-term objectives – and how success in private markets comes from finding and developing talent.

Amanda White

January 04, 2017

What the ‘Phi’ is wrong with investors?

New research has found that organisations and teams with more altruistic motivations for working in the investments industry are also more likely to deliver superior long-term returns.

Sally Rose

December 16, 2016

NBIM calls for more listings

Norges Bank Investment Management would like to see an increase in the number of company listings and suggests more flexibility from exchanges and index providers could facilitate this.

Amanda White

July 08, 2016

Improving transparency

Norges Bank’s latest paper in its Asset Manager Perspective series examines the feature of “last look” in foreign exchange markets.

Amanda White

January 08, 2016

Redefining indexes to reflect reality

The investment industry should be constantly looking at the impact of technology on the status quo. Just because indexes have been defined as cap-weighted portfolios, doesn’t mean that can’t change. In fact, the evolution in portfolio management necessitates a change in thinking with regard to the definition of indexes, in particular so risk management can

Amanda White

November 13, 2015

Previous
Load more

Fiduciary Investors Podcast Series

Listen to Podcast

Subscribe now to

Become a member and subscribe

Join Now
Our partners

Top1000funds.com is the market leading news and analysis site for the world’s largest institutional investors. It focuses on leading the global investment industry to continuous improvement through case studies of best practice in governance and decision making, portfolio construction and efficient portfolio management, fees and costs, and sustainable investing.

The publication pushes the industry to question whether status quo processes and behaviours to tackle risks and opportunities will be sufficient in the future, and actively campaigns for diversity, sustainability, transparency, innovation and better alignment of fees in the investment industry.

Top1000funds.com is read by investment professionals in more than 40 countries.

Privacy Policy | Terms of Service | Cookie Policy | AI Editorial Policy