News / Energy Risk
The publication of swap definitions earlier this week initiates a 60-day countdown for compliance to key parts of the Dodd-Frank Act
Legislation that would stop US airlines from complying with the European Union’s Emissions Trading Scheme (EU ETS) survived a key vote in Congress this week, casting further doubt on the EU’s ef...
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 News / Energy Risk articles
The collapse of Peregrine Financial Group, which comes just nine months after the bankruptcy of MF Global, has raised the pressure on US regulators to boost protection of customer funds held by futu...
The US energy industry scores a victory as the Commodity Futures Trading Commission finalises two key pieces of Dodd-Frank derivatives regulation, modifying its original proposals to ease the compli...
Future of European shale gas market on shaky ground?
Duke-Progress deal a win for alliances, nuclear power
A lawsuit filed against JP Morgan by the Federal Energy Regulatory Commission is the latest example of the agency's tough, new enforcement stance
Australia’s carbon scheme takes it first step but future development remains uncertain due to political risk.
Hedging programmes have a positive effect on a company’s share price and financial performance, according to a new academic study that examines the use of weather derivatives by US utilities
The prospects for long-term development of the Canadian oil sands remain good, presenters at Energy Risk Canada say, dismissing concern about the recent plunge in crude oil prices
JP Morgan’s recent $2 billion trading loss could toughen a trio of Dodd-Frank Act rules, potentially hurting energy markets, the International Energy Agency says
Credit Suisse has released a research note today that highlights the potential for oil prices to fall to levels last seen during the 2008 crisis
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.