Unfunded loans and exposures to suppliers worry credit risk managers
Buyers face load, covariance and basis risks in typical agreements
Complex, long-term supply deals present job opportunity for risk managers
A P&L attribution framework can improve the information available to energy traders
Some aspects of commodity markets make them a natural fit for distributed ledger technology
French bank focuses on client solutions as rivals pull back
No good reason to subject energy firms to mandatory clearing, says firm's head of regulation
The papers in this issue are all related to energy risk management, including both risk assessment and risk hedging by financial derivatives.
Rising commodities powerhouse Citi wins three awards; four nonbank dealers also recognised
This paper investigates whether there are existing common model features that yield consistently superior results under both VaR and ES risk metrics in the energy commodities markets.
The winners of Energy Risk’s Commodity Rankings were honoured at London’s Le Meridian Piccadilly hotel in February
Ex-Morgan Stanley commodities chief Greenshields revives famed trading firm
Sponsored Q&A: Banca IMI
Sponsored feature: OpenLink
The topics in this issue cover electricity and gas and oil markets, as well as the interaction of energy commodities and international capital markets.
This paper focusses on the dynamics of the correlations between commodities and Islamic indexes.
Alessandro Mauro shows how using value-at-risk can improve market risk analysis in the energy sector
Corporates still need banks for complex, structured deals, says Koppel
High volatility and noisy data sets have profound implications on risk management in commodity markets
Three-quarters say OTC liquidity held steady or fell last year, while 25% saw gains
Sponsored feature: Murex
Latest FRTB tweaks also include increasing granularity of commodity risk weights
Make sure your vote is counted in Energy Risk's annual ETRM software rankings
Regulators want to switch CEM for SA-CCR, conference told