Vermont senator Bernie Sanders unleashed a furore last month when he posted confidential US Commodity Futures Trading Commission data on his website showing the names and aggregate positions levels of...
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Stella Farrington articles
A recent proposal to implement a capacity mechanism in the UK has sparked concern that government intervention could stifle infrastructure development.
This paper deals with volatility estimation in commodity markets. Piotr Grzywacz and Krzysztof Wolyniec note that energy commodities have many time (volatility) scales, which has dramatic implicatio...
A picture gallery of the 15th annual Energy Risk Awards held in Houston
A photo gallery with pictures of the winners at this year's London Energy Risk Awards dinner
The revised proposal for the Capital Requirements Directive (CRD) presented by the European Commission (EC) on July 20 has sparked serious concerns among energy companies, traders and exchanges
Franklin Templeton’s Mark Mobius says Russia is his current emerging market of choice, in particular oil and resources companies, and suggests concerns over corporate governance are misplaced
Energy Risk rewarded excellence at the recent rankings receptions held in Houston and London
Industry associations urge House of Lords not to reignite feed-in tariff row
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.