News / Energy Risk
Despite an uncertain global backdrop, energy companies in Asia retain a positive outlook for 2012, finds a survey commissioned by Standard Chartered Bank
Brent crude's representation in commodity indexes is set to increase as a result of the annual rebalancing of contracts that takes place during this week
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More News / Energy Risk articles
What next for carbon markets?
WTI-Brent spread volatility disrupts hedging programmes
The developing situation in Iran will continue to be the biggest short-term driver of oil prices, as the EU prepares to potentially join the US in sanctions on Iranian crude and the closure of the s...
Energy-intensive companies are reluctant to pursue aggressive hedging programmes in the current market environment, where headlines are having a disproportionate effect on prices compared with the f...
On the back of further regulatory approvals, the creation of the largest competitive energy provider in the US is now looming ever closer
Regulation and credit are two of the biggest challenges facing energy trading companies in 2012, says James Davies at Trayport.
Energy traders await position limits with apprehension
The recently released autumn statement shows compensation will be offered to energy-intensive companies as a result of UK climate policy, but questions remain around the details of the initiative an...
Companies in the renewable energy industry are increasingly turning to financial derivatives to manage risk
Inside Market Data's experts discuss the evolving market for commodities data sets in commodities webcast
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...
CFTC and Goldman Sachs executives discuss role of speculators in commodities markets during times of volatility
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.