Feature
Energy Risk's 2012 Software Survey and Rankings
Taking a targeted approach
Energy Risk Deals of the Year 2012: SG CIB's Russian gas field financing
SG CIB’s €1.1bn financing for gas field in northern Russia
Energy Risk Deals of the Year 2012: Lloyds's financing for Essar
Lloyds’s $1.5bn secured borrowing base facility for Essar Energy
Energy Risk Deals of the Year 2012: Credit Suisse's Urals swap with JKX
Credit Suisse’s $50m Urals Med swap with JKX Oil & Gas
Energy Risk Deals of the Year 2012: Carlyle's Plainfield funding
Carlyle’s $125m senior debt funding for Plainfield project
Energy Risk Deals of the Year 2012: BarCap's VPP deal with Chesapeake
BarCap’s $850m VPP deal with Chesapeake
Energy Risk Deals of the Year 2012: BAML's LNG deal with Gate
BAML facilitates Dutch Gate LNG terminal commissioning
Corporate investigations: the risks and pitfalls
Mastering deduction
Analysing common processes used to model energy prices
An introduction to energy spot price processes
How relevant is VAR for energy markets?
How relevant is VAR for energy markets?
Refiners seek innovative tools for risk management
Old dogs, new tricks
Commodities correlation with equities, bonds - how long will it last?
Correlation conundrum
Oil analysts' 2012 price forecasts up slightly on 2011 average
Hanging in the balance
Seeking opportunities in coal trading
It's all relative
Japan investors count cost of falling double-decker returns
End of the road for double-deckers?
Insurance Sifis face bank-style supervisory regime
A suitable ploy?
Mining companies remain unhedged, despite Chinese clouds
The hedge of reason
Despite MF Global, firms face weaker OTC safeguards
Segregated thinking
Show me the money: banks explore DVA hedging
Show me the money
Quants weigh up VAR's flawed alternatives
VAR at risk
More sovereigns edge towards two-way CSAs - and clearing
Towards two-way CSAs
Available to trade: row over scope of Dodd-Frank execution rules
Available to trade?
Banks tout break clauses as capital mitigant
Breaking with tradition