Differing approaches of swap data repositories haunt energy companies trying to reconcile trades
Let's (not) get physical
The past 12 months proved tough for energy dealers, with low volatility, poor liquidity and sluggish levels of client activity. Given this, some banks decided to scale back their commitment to the m...
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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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...
The history of energy trading is littered with losses, bankruptcies and other misfortunes that now serve as cautionary tales. Alexander Osipovich looks back at the biggest energy risk management dis...
US Airways policy of not hedging jet fuel will now extend to American Airlines, says chief executive
Market participants not doing enough to adjust to likely effects of EMR, say experts, including volatility and low prices
Mifid II exemptions for physically settled power, gas, coal and oil greeted by European energy traders
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
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The UK government hopes to deliver a healthy boost to low-carbon generation through a market for contracts-for-difference. While electricity market participants are upbeat about the proposals, there...
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
Energy Risk & Baringa Partners invite you to participate in a landmark survey on European market coupling
Agreements reached under US Dodd-Frank Act fail to address critical issue of enforcement
UK Electricity Market Reform, which is set to come into effect in July, will introduce a level of government intervention not seen in the country’s power market since the early 1990s. The impact w...
Winter reliability at risk due to problems with real-time pricing, market participants warn
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.