Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Commodities Count 2006
The recent swell in energy market participants means the battle for dominance has never been fiercer, but the increased competition means ever-more sophisticated product offerings, finds Stella Farrington
Europe goes nuclear
Proposals to build new nuclear power plants in the Baltic states and Poland are gathering pace, finds Maria Kielmas
At the flick of a switch
Jesper Andreasen and Martin Dahlgren present a regime-switching model for electricity derivatives that incorporates spiky spot-price dynamics and allows for closed-form pricing of forwards, options and swaptions
After the storm
Last year's devastating US hurricane season hammered home the link between energy and weather. But some believe it may also hold a key to predicting this year's weather, says Todd Crawford of Weather Services International
Questioning dollar cost averaging
When implementing a hedging strategy, the popular dollar cost averaging approach may sometimes be less prudent than the lump-sum method for managing energy risk, writes Tim Simard
Anthony Hobley
London Climate Change Services represents businesses that are investing in environmental change. Oliver Holtaway talks to chair anthony hobley
Correlation - The energy price factor
Navneet Arora provides empirical evidence that significant correlations exist between the movements of commodity prices and the credit quality of firms in the energy sector
Introduction - New frontiers in credit
Rising energy prices have thrown the issue of credit into stark relief, and credit lines are being used up increasingly quickly. How should credit managers react?
In defence of Gazprom
The Russian gas giant's recent price dispute with Ukraine has not given it the best start to the year, but the cat calls of political bullying are not deterring Gazprom's European customers, writes Oliver Holtaway
Operational risk and compliance
One of the attractions of working on operational risk is the variety of the subject matter that is generally categorised under that heading. Op risk covers a series of diverse risk drivers. Examples are fraud, processing issues, and legal and regulatory…
Asian growth to boost hedge funds
2005 a relatively good year for hedge funds, but convertible arbitrage still down