Shell becomes second energy company to seek swap dealer status under Dodd-Frank
A new book, Commodity Investing and Trading, is now on sale from Risk Books. Energy Risk provides an exclusive preview
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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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...
Confusion over CFTC rules is tying US energy firms in knots, as they struggle to determine whether their physically settled commodity options need to comply with critical rules issued under the US D...
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
Commodity trading firms urged to use advancements in big data to gain strategic advantage
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
Derivatives regulation will impede attempts by banks to compete and do lasting damage to European market, says founder of SEB’s commodity business
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.