Companies and regulators eager to avoid pitfalls of Emir reporting
How to actively manage the value-at-risk of energy derivatives
Italian regulator says renewables require more joined-up approach
More Mark Pengelly articles
Trading houses are definitely on the rise, but risk fears are overdone
Veteran oil trader reflects on industry transformed in 30-year career
Over two decades, magazine has shared in industry’s highs and lows
Early warning signs can provide vital clues to firms with ‘feet of clay’
Collective price determination should have an impact on renewable subsidies
Jitters subside as industry ponders role of trading and mark-to-market accounting
Energy Risk presents a classic paper on swing options pricing by Patrick Jaillet, Ehud Ronn and Stathis Tompaidis, which was first published in 1998. It introduced the so-called binomial forest meth...
Commodity investors may have had a bad year, but putting money into commodities of finite supply continues to makes sense
Today, regulation is a fact of life for OTC commodity derivatives traders. But in April 1994, it was somewhat novel, as Energy Risk reported at the time
The deregulation of Australian electricity markets has brought several challenges, including the possibility of price spikes, which expose market participants to significant risks. As Adebayo Aderou...
Dodd-Frank and Mifid II position limits could cause firms to withdraw from commodity derivatives
Lynton Jones, the IPE’s former chief executive, tried hard to promote electronic trading in Brent futures. But those efforts met with strong resistance, he tells Mark Pengelly
Enter now to win one of Energy Risk's coveted Europe and North America awards
Banks have often stepped in and out of the OTC energy derivatives market. In this article from August 2001, Energy Risk reports on banks upping their activity
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.