Despite worries about a shortfall in generation capacity, Trip Doggett, president and chief executive of Ercot, is proud that Texas has the liveliest deregulated power market in the US. He speaks to...
Supervisors must decide whether to include electricity in derivatives reform despite high prices and industry opposition
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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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
Bill Perkins believes rising demand and reduced risk warehousing will create opportunities for natural gas traders: video
The Agency for the Cooperation of Energy Regulators hopes a new network code on capacity allocation will promote a more efficient and open gas market in Europe. But market participants warn the prin...
Energy market participants upbeat about development of California emissions market, despite legal threats
Ferc is now monitoring markets in near real time for evidence of manipulation, warns enforcement official
Capacity Allocation Mechanism network code could restrict gas trade at physical hubs and interconnection points
Exchanges plan futures in response to RIN price surge
Venturing beyond historical VAR
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.