By mid-2014, the Regulation on Wholesale Energy Market Integrity and Transparency is expected to see European energy market participants reporting masses of information about their trading activity ...
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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Record $410 million settlement demonstrates zero-tolerance approach towards exploitation of market design flaws
Growth in WCS derivatives volumes highlights continuous evolution of the energy derivatives market
European energy traders say worries about the impact of Mifid II are chilling activity in longer-dated power and gas
Ferc penalties against Barclays and other banks expected to bolster compliance with market manipulation rules
Trading in derivatives linked to Western Canadian Select (WCS) heavy crude oil has jumped in the past few years, giving the country's producers improved opportunities to hedge. But the lack of a uni...
Australia's electricity derivatives market had been picking up since the global financial crisis, but volumes have declined in recent years. Firms blame the slowdown on a combination of slim trading...
Supervisors must decide whether to include electricity in derivatives reform despite high prices and industry opposition
Power hedging activity could increase with rising prices and greater regional variation across the US
Price reporting agencies (PRAs) are facing intense scrutiny from regulators, amid renewed allegations that their widely used price indexes are being manipulated by unscrupulous energy traders. Will ...
GDF Suez Trading is already used to coping with financial rules that are soon to be extended to many more European energy traders. Its chief risk officer, Nico Van Wayenbergh, speaks to Gillian Carr
The design and optimisation of a successful commodity hedging programme requires solid backtesting that meets the needs of different business functions. Using a recent case study, Carlos Blanco and...
Brent crude oil offers a window for airlines and refiners to lock in prices, but opportunity won’t last forever, say analysts
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.