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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We estimate the noncompetitive effects of transmission congestion in the Norwegian electricity market and test the hypothesis that opportunities for producers to exercise their market power increase when...
In this paper we investigate the extent to which the price of Nordic electricity derivatives correlates with European Energy Exchange (EEX) and Intercontinental Exchange (ICE) electricity contracts. We...
A report commissioned by the Electric Reliability Council of Texas (Ercot) has recommended that the state increase its maximum peak power price in order to spur investment in new generation capacity...
Slow global economic recovery led to weak M&A activity in the global power and utilities sector in the first quarter of 2012, but deal value increased almost 20% from the previous quarter
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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.