Rodney Malcolm replaced by Mike Curry, head of North American electricity sales
Venturing beyond historical VAR
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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More Mark Pengelly articles
Ferc and turf
Planning a new Korea
Given the importance of the crude oil and natural gas futures markets, the intra-market correlations in these markets play an important role in pricing, hedging and managing the risks of energy ...
The new normal
Pototschnig dismisses concerns of energy firms over European Regulation on Energy Market Integrity and Transparency
OTC commodity swaps valuation, hedging and trading
Energy Risk's prestigious Europe and North America awards open for entries from market participants
Cutting edge: Hedging price and volumetric risks of fixed-price load-serving contracts in natural gas markets
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.