RWE’s Judisch talks UK power, renewables and energy market defaults
E.on and RWE resist NFC+ designation, while oil majors sign up
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.
More RWE Group articles
In some corners of the over-the-counter energy market, liquidity has become increasingly thin during the past few years. As a result, firms need to think more creatively about how they handle liquid...
Strain caused by regulation and renewables means European energy traders must adapt to survive, says RWE Supply & Trading CFO
Finding value in energy volatility
Power market risk managers face a new set of liquidity and market risks if the European Union (EU) enforces proposed regulation changes, says RWE chief
End-users’ energy and commodities hedging strategies are growing in sophistication as they adopt more complex products and non-traditional tools, says the head of RWE npower’s optimisation desk
EFET calls for energy companies to be exempted from mandatory clearing as proposed by the European Commission
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.