Former Deutsche Bank commodities head optimistic about new venture
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Enron articles
Vitol’s Bake and Icap’s Newman discuss evolution of energy market
Counterparty concerns could lead to increased use of clearing
Grasp of market psychology key to success, says Centaurus founder
Departure from firm in 2002 was ‘right decision’, says former CEO
Over two decades, magazine has shared in industry’s highs and lows
Early warning signs can provide vital clues to firms with ‘feet of clay’
Jitters subside as industry ponders role of trading and mark-to-market accounting
The history of energy trading is littered with losses, bankruptcies and other misfortunes that now serve as cautionary tales. Alexander Osipovich looks back at the biggest energy risk management dis...
The design of modern power pools is highly complex, creating plenty of opportunities for clever traders to profit by circumventing the rules, writes Vincent Kaminski
Regulators' demands for more transparency are loading a heavy burden on to compliance, IT and operational risk teams at financial institutions. But collecting the data could have unforeseen benefits...
Charting the Enron legacy
It's hard to believe that 10 years have passed since the collapse of energy trading giant Enron. We felt the occasion couldn't go by with out a mention, so we've devoted this month's special report to...
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.