European utilities remain eager to move away from oil indexation
Asset-based trading seen as crucial in environment of lower oil prices
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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OTC derivatives volumes rise amid optimism about natural gas
Technical skills help SG CIB win tricky energy finance deals
Ofgem proposal to refer energy market to CMA supported by utility head
Crisis thought likely to accelerate shift towards hub-based pricing
“There’s no single truth in these markets,” argues institute director
Energy Risk presents a classic paper on swing options pricing by Patrick Jaillet, Ehud Ronn and Stathis Tompaidis, which was first published in 1998. It introduced the so-called binomial forest meth...
A decision to delay a deadline for brokers to review their classifications of physically settled gas and power forwards by two months has been welcomed by industry participants
Acer probed 10 cases under Remit in 2012, agency says, in report that sheds light on the development of monitoring regime
Despite coming into force in December 2011, Remit insider trading rules continue to raise questions among energy traders
Falling over-the-counter energy volumes in Europe and the US push liquidity to top of risk management agenda
Strain caused by regulation and renewables means European energy traders must adapt to survive, says RWE Supply & Trading CFO
Expertise in energy trading is vital to the success of smart energy business models, which rely on integrating decentralised generation assets with the wholesale energy market. That presents an oppo...
By mid-2014, the Regulation on Wholesale Energy Market Integrity and Transparency is expected to see European energy market participants reporting masses of information about their trading activity ...
Underground natural gas storage facilities are vital to the operation of energy networks. Given the inelastic nature of the supply capacity and the high volatility of demand, storage acts as a buffer that...
We introduce two new regression methods (based on radial basis functions and tensors of radial basis functions) to the least-squares Monte Carlo method in the context of gas storage valuation with the...
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.