Energy Risk - Feb 2018
Articles in this issue
How energy players are reaching the limits of hedging
Commodities firms face lasting changes in 2018
China oil future approved, March start targeted, says source
International banks see healthy interest from overseas clients
Transneft quits OTC market after settling $1bn swaps case
Russian market participants edgy after settlement leaves disclosure duties unclear
BAML hires new US head, Ice names model risk head, and more
Latest job changes across the industry
Forecasting crypto crashes with bubble analysis
Analysis finds bubble signals in bitcoin and ether, write trio of quant risk managers
Bitcoin futures pricing kindles manipulation fears
CME and CBOE insist pricing methodology is robust; critics say contracts are ripe for manipulation
Trade surveillance shouldn’t deter traders
Monitoring costs are forcing commodity players away from market participation, say consultants
Banks begin to model climate risk in loan portfolios
Environmental stress tests and scenario analysis reveal hidden risks
Credit data: the Trump effect on PDs
The war on coal is over, according to the US president – and the effect can be seen in banks' default estimates
Utilities turn to big data to improve pricing models
Smart meters and time-of-use rates could dampen power market volatility and improve hedging
Oil hedging rally slows amid backwardation
Producers pause to see if prompt price rally rolls along the curve
Intraday power storage and demand optionality
George Levy discusses the value of intraday power storage and demand optionality in UK power contracts
