Counting the costs
More Value-at-risk (VAR) articles
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
BlueStar Energy Solutions’ chief risk officer, John Wengler, speaks to Pauline McCallion about managing energy risk in the US power markets
Risk management in Asia is arguably more difficult to estimate as each country has very different regulatory requirements and political risk. Lianna Brinded speaks to Akihiro Kawabe, executive offic...
Barclays Capital senior economist praises dynamic provisioning approach to loan losses
Why organisations need better risk management and transparency to adapt to the changing marketplace
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 sp...
Op risk should play a dominant role in the development of ERM, says Thomson Reuters’ Philippe Carrel
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.