Energy risk managers from across North America convened at Energy Risk’s annual US conference in May to discuss the many challenges currently facing the sector, including derivatives regulation an...
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
More Energy trading articles
The new US derivatives regulatory regime to raise transparency and reporting requirements for energy traders will present business opportunities for technology companies in the sector
Gazprom quells market fears over a future European gas shortage by confirming its “readiness” to ensure additional gas deliveries to Europe in the event of Belarus shutting off Gazprom’s main ...
Russia forges a stronger foothold in the global power markets, after two exchanges team up to launch a power futures contract
Market participants warn of possible long-term European gas import concerns, after Gazprom slashes gas supplies to Belarus over a debt payment dispute, echoing the European gas import crisis of 2009
Senate financial reform bill could leave power companies facing major collateral problems
Crude oil prices will stay range-bound over the next three years, due to substantial Organization of the Petroleum Exporting Countries (OPEC) spare capacity, growing global demand and significant fi...
Have traditional energy market correlations changed permanently as a result of the credit bubble bursting and how will this impact trends in price forecasting and modelling? Pauline McCallion reports
This month, Simon Grensted, managing director, business development, at LCH.Clearnet, puts his questions to Michael Cosgrove, managing director, head of energy and commodities, at GFI Group and form...
Mark Quartermain, president of Shell Energy North America (US) talks exclusively to Lianna Brinded about major market challenges in oil, gas and carbon markets.
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.