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 Renewable energy articles
Carlyle’s $125m senior debt funding for Plainfield project
An independent consultant hired by the White House to assess the US Department of Energy’s loan programmes in the wake of the Solyndra bankruptcy has advised the agency to hire a corporate-style c...
The Italian structured products market is seeing a pick-up as institutional investors demand exposure to physical assets and credit
Renewables: has the bubble burst?
Companies in the renewable energy industry are increasingly turning to financial derivatives to manage risk
With the UK's power sector estimated to need some £200 billion ($317 billion) worth of investment in the next 10-15 years, much is riding on the Electricity Market Reform, which so far lacks detail...
Regulatory risk on the agenda
Biomass exchange: catalyst for European renewables?
Solar failure raises questions about funding for renewables
Industry associations urge House of Lords not to reignite feed-in tariff row
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.