Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Janine McArdle
Managing director, Aquila Europe
European gas hub trading:developments and risks
Energy market information specialist GlobalView Software takes a look at trading patterns at the developing European gas hubs and considers the risks in hedging spot trades at these hubs
Oil giants look to gas and power trading
Despite the fall of energy trader Enron, Shell and BP are both seeking to develop their wholesale trading side, and have selected Tibco’s systems to help them do so. By Don Stowers
Where now for Nordic?
The Nordic electricity sector is usually held up as the best working market in the world. We investigate why it is so successful and what it plans to do now that other countries in Europe are opening up their power sectors. By Joel Hanley
Poor relations
Here EPRM outlines an approach for sorting out common problems relating to calculating correlation measures in value-at-risk. By Brett Humphreys
Deutsches data duel
Statistical analysis of competing meteorological data from two different sources in Germany might lead to disparate views of weather risk management. By Bob Dischel
Descending to greater heights
Subordinated debt
Also on the move...
People
2002 the year ahead
Market overview
Job moves
QUOTE OF THE MONTH: - “The FSA has successfully put the fear of God into senior managers” Simon Gleeson, a partner in the regulatory group at Allen & Overy in London, on the FSA’s new unlimited liability rules for risk management errors Source: RiskNews,…