Allegations of manipulation are particularly bad for energy trading firms, which should respond by holding themselves to higher standards
Despite massive investment in human capital and technical resources, risk managers failed to warn about the dangers of toxic assets and excessive leverage in the run-up to the global financial crisi...
This webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
More Mark Pengelly articles
Vote now in the 2014 Risk & Energy Risk Commodity Rankings
Stress testing is a vital part of successful risk management, but risk managers at energy trading firms frequently face obstacles in designing and implementing successful stress testing programmes. ...
A new book, Commodity Investing and Trading, is now on sale from Risk Books. Energy Risk provides an exclusive preview
At Stadtwerke München, one of Germany’s largest municipal utilities, many of the issues facing risk management are different from those affecting big commercial energy firms. But concerns about t...
Commodity trading firms urged to use advancements in big data to gain strategic advantage
Derivatives regulation will impede attempts by banks to compete and do lasting damage to European market, says founder of SEB’s commodity business
The incremental risk of including electricity contracts in a portfolio is computed by George Levy using a Monte Carlo regime-switching approach. The volume and price processes are modelled using emp...
Steady growth and big ambition are on show at the Dubai Mercantile Exchange
Despite cutbacks in Europe and the US, Deutsche Bank’s Asia commodities franchise continues to impress
The role of banks in physical commodities is poorly understood, but it is not indispensable
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.