Energy Risk - September 2014
Articles in this issue
Energy markets need more than second-hand credit models
Financial models fall down in energy markets, argues Kaminski
UK power market investigation overshadowed by EMR
Questions over future of vertical integration among energy firms
Looking back: Lehman stirs credit and liquidity risk fears
Counterparty concerns could lead to increased use of clearing
Banks down, but not necessarily out, in commodities
Wall Street is cutting back, not quitting the market altogether
Cosgrove moves into ethanol trading after GFI
Veteran oil broker becomes co-founder of ethanol prop shop
Energy firms rely on patched-up solutions for reporting
Wider benefits of Dodd-Frank and Emir reporting yet to be realised
GRC software makes inroads in US utility sector
Grid reliability and cybersecurity rules generate interest
CpML to foster standardisation among energy traders
Markup language could reduce high levels of operational risk
CFTC and Ferc see a changing of the guard
Other commodities moves at Citi, BNP Paribas & GDF Suez
Cutting edge: Incorporating forex volatility into commodity spread option pricing
Spread option pricing: importance of forex risk factors illustrated
Energy Risk 20-year rankings
The top dealers and brokers from 1994 to the present day
