Energy Risk - Energy Risk March 2013
Articles in this issue
Commodity correlation returning to pre-2008 levels, say analysts
The tight link between commodities and equities is easing as firms become less worried about macro shocks, say analysts
Energy firms increasingly using stress tests to cope with regulatory change
Utilities and other energy firms are working hard to refine and enhance the scenarios they use for stress testing. Given recent market events, the impact of regulatory change and large-scale liquidity crises are taking on an increasingly important role…
EU ETS faces back-loading test
A critical condition
Applied risk management series: OTC commodity swaps valuation, hedging and trading
OTC commodity swaps valuation, hedging and trading
Q&A: Alberto Pototschnig, Acer
Pulling it all together
Futurisation worries end-users of OTC energy derivatives
The right tools for the job?
Turning points: Jill Sommers, CFTC
As she prepares to leave the US Commodity Futures Trading Commission, Jill Sommers speaks to Alexander Osipovich about the battles over Dodd-Frank and the investigation into MF Global
Energy Risk Software Survey and Rankings 2013
Readying for regulation
Tankard natural gas indexes greeted with scepticism
Traders show little enthusiasm for Tankard indexes of European natural gas, despite ongoing concerns about the reliability of assessments by price reporting agencies. Gillian Carr reports
Sommers to leave CFTC
Deutsche Bank appoints commodity co-heads; top analyst leaves Morgan Stanley; Icap Energy appoints in Singapore; Barclays loses energy research head; Huntington Bank launches hedging business
Bank commodity VAR remains muted in Q4
Bank commodity value-at-risk remains muted in Q4
Collateral and commodity market dynamics in the new normal
The new normal
