Energy Risk - Mar 2016
Articles in this issue
Mifid II one-year delay not enough to solve problems, energy industry says
Energy firms frustrated by lingering uncertainty on Mifid II exemption
New EU market abuse rules worry energy traders
Ban on insider trading in commodities seen as “very tricky”
To assess liquidity risk, one must ask the right questions
A mathematician’s insight during World War II can help guide risk managers today
Energy industry blasts ‘unusable’ CFTC commodity swap data
Vast variety of contracts, lack of coordination by SDRs led to reporting debacle
CFTC does the right thing on trade reporting
US regulator finally moves to clean up its own swap data mess
EU capital rules for energy traders not as bad as feared – PwC
Commodity firms can slash Mifid II capital charges by 40%, report finds
Commodity hedge funds hope for rebound after 2015 rout
As ranks of commodity funds thin, survivors say investor interest is starting to pick up
Florida utilities’ $6bn hedging loss spurs public backlash
Firms face heat over out-of-the-money natural gas hedge transactions
Hedge fund Millennium expands in energy trading
Other hires at Noble Group, JP Morgan and Mercuria
OTC trading will live on, SG’s top US commodity trader says
Corporates still need banks for complex, structured deals, says Koppel
SDRs urge CFTC for more help on data harmonisation
Regulator’s swap data woes are “absolutely solvable”, SDR chiefs say
Quant Ideas: How VAR can add value to energy market analysis
Alessandro Mauro shows how using value-at-risk can improve market risk analysis in the energy sector
