Falling over-the-counter energy volumes in Europe and the US push liquidity to top of risk management agenda
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. ...
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Energy articles
In some corners of the over-the-counter energy market, liquidity has become increasingly thin during the past few years. As a result, firms need to think more creatively about how they handle liquid...
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...
Proposals to ensure convergence between futures and physical Brent cause firms to avoid trading long-dated options
Barclays clinches deal with Hawaii refinery as US Federal Reserve scrutinises physical commodity trading by banks
Ofgem senior economist makes case for power market reform and details proposals to alter balancing arrangements
Lack of credit team or CVA desk might make use of measure counterproductive, panellists worry
Acer director expresses frustration at power market coupling delays caused by exchanges and other stakeholders
Strain caused by regulation and renewables means European energy traders must adapt to survive, says RWE Supply & Trading CFO
Many energy market participants are worryingly unprepared for Emir and Remit, according to a recent poll by Energy Risk
Deloitte calls on US coal producers to set up prop trading desks and engage in more international origination
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...
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.