Capacity mechanisms are not the right answer to renewables, says EEX’s Köhler
This paper looks at hourly electricity prices, specifically in the German intraday market and is one of the first German studies to develop significant intraday estimates of the driving factors, as ...
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Danish trading house chief sees opportunities in renewable energy marketing
German exchange group signs joint venture deal with CFFEX and Shanghai Stock Exchange
The abandonment of nuclear power and the new focus on renewable energy sources represent a fundamental change in the structure of Germany's electricity supply. In the wake of this change in energy policy...
HVB onemarkets gains success with expansion into public distribution
Recession, regulation and renewables are main worries, says Port
Two-thirds of respondents say clearing will increase the cost of derivatives trades by up to 5%
CFD activity on the increase but banks keep their distance
Capital-protected eight-year note tracks multi-manager strategy with volatility control
Collective price determination should have an impact on renewable subsidies
Advancement through volatility
HVB offers annual income
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.