Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Vanguard founder blasts mutual fund governance
REGULATORY UPDATE
Greater role for dealers in FX fraud prevention in the US
REGULATORY UPDATE
RMG leaves Basel II op risk issues unresolved
REGULATORY UPDATE
Losses and lawsuits
LOSS DATABASE
Investors and auditors differ on Sarbanes-Oxley’s effectiveness
REGULATORY UPDATE
Compliance countdown for unnamed trades
REGULATORY UPDATE
AML at a building society scale
ANTI-MONEY LAUNDERING
Basel II Accord set for delays
REGULATORY UPDATE
FSA outlines op risk development
REGULATORY UPDATE
CP3 respondents baulk at impact of Basel II on developing nations
EMERGING MARKETS
Survey spotlights doubts on Basel II among banks
IMPLEMENTATION
Emerging markets raise concerns at World Bank/IMF annual meeting
EMERGING MARKETS
FSA sets out its reporting stall
REGULATORY UPDATE
Survey spotlights doubts on Basel II
Industry response
Breaking down the model
Brett Humphreys and Andy Dunn outline a method to help energy companies minimise potential model risk and thereby avoid costly errors in valuing deals
Calpine completes project financing in Wisconsin
California power company Calpine Corp has completed a $230 million non-recourse project financing for its 600-megawatt (MW) gas-fuelled electricity-generating Riverside Energy Center in Beloit, Wisconsin.
Chicago Mercantile Exchange to list European weather contracts
The Chicago Mercantile Exchange (CME) has started offering European weather derivatives, referenced on five cities’ temperatures.
Barrier to entry
Bank of America and UBS are still trying to overcome obstacles that could prevent them entering physical power trading in the US. Federal Energy Regulatory Commission regulations represent the biggest obstacle. Paul Lyon reports
Pieter Verberne
Pieter Verberne, Amsterdam PowerExchange’s (APX) chief operatingofficer, is a busy man. The Dutchexchange is finalising the technologyupgrading of its recent acquisitions, naturalgas exchange Enmo and Automated PowerExchange, both based in the UK. It is…
US body calls for electricity reliability organisation
The Edison Electric Institute (EEI) says the creation of an electricity reliability organisation with regulatory oversight is vital for developing and enforcing mandatory reliability rules and standards for US power sector participants.
Switching off to save cash
High electricity price volatility over the European summer has raised awareness of interruptible power contracts, finds James Ockenden
Enron files complaint against six of its former banks
Houston-based Enron last month filed a court complaint against six of its former banks, claiming they gave bad financial advice that contributed to its demise in late 2001. As a bankrupt company, Enron is required to try to recover as much as it can for…
Farms weather power shortages
Farmers in both hemispheres are struggling to cope with heat waves and droughts while pondering the prospect of future power supply disruptions, finds Maria Kielmas