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 and carbon...
The energy markets still face an unprecedented level of regulatory risk over the next year, as impending changes to the US financial system loom, while at the same time, BP’s Gulf of Mexico oil spill...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Modelling articles
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
Banks use a variety of pricing models across business lines, creating discrepancies in the way various financial instruments are priced. But developments in high-throughput computing could lead to the possibility of a global valuation model, argue Claudio...
Université de Lausanne’s Roberto Marfè investigates pure jump processes as modelling blocks for the distributions of energy returns under the pricing measure. An easy-to-implement option-implied approach is outlined, which circumvents most of the...
OpRisk examines the practical application of the concepts of risk appetite, the risk ceiling and the risk profile, taking a broad look at who should decide risk appetite, how it should be articulated, in what context (and to what extent) and what the...
Dubai World’s emergency debt restructure last year and the continuing debate over the integrity of sukuk products have rocked investor confidence in the Dubai International Financial Centre. Tricky structural work is needed to strengthen its legal framework...
At the Credit Risk Summit held in London on October 15, Commerzbank’s vice chancellor of credit risk and economic capital, Markus Wadé, warned of the risks posed by “model monoculture”. Wadé said many risk managers wrongly assume models must...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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