How to actively manage the value-at-risk of energy derivatives
‘Operations-related’ swaps excluded from Dodd-Frank special entity threshold
Italian regulator says renewables require more joined-up approach
More Energy articles
Weather-driven volatility highlights need for risk management
Veteran oil trader reflects on industry transformed in 30-year career
Over two decades, magazine has shared in industry’s highs and lows
Shortfall in biggest power market exceeds $1 billion since 2010
Collective price determination should have an impact on renewable subsidies
Jitters subside as industry ponders role of trading and mark-to-market accounting
Commodities CRO Nancy King is elevated to head of oil liquids at US investment bank
Ferc investigation triggers unusual public defence by obscure power trading firm
Commodity traders and physical producers move into coal derivatives as major banks retreat
Energy Risk presents a classic paper on swing options pricing by Patrick Jaillet, Ehud Ronn and Stathis Tompaidis, which was first published in 1998. It introduced the so-called binomial forest meth...
Daniel Masters, the former head of energy trading at JP Morgan and co-founder of hedge fund Global Advisors, has seen his share of ups and downs. Alexander Osipovich reports
Off-the-shelf energy trading and risk management (ETRM) systems are more popular than ever before, according to Energy Risk’s annual software survey. However, companies say they still require sig...
Price reporting agency says it intends to concentrate on complying with Iosco rules, leaving future of IPRO code in doubt
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.