Low power prices have dented the need for electricity producers and consumers to hedge with derivatives, while regulatory reform is also making life difficult for market-makers. But market participa...
Power hedging activity could increase with rising prices and greater regional variation across the US
A shrinking pool
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What next for carbon markets?
Energy traders await position limits with apprehension
CFTC and Goldman Sachs executives discuss role of speculators in commodities markets during times of volatility
Energy risk managers must develop a sustainable reporting system and not focus on finding "perfect technology", says ConocoPhillips risk manager
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.