Feature
Coulter considers risk concentration
In a wide-ranging speech at the International Swaps and Derivatives Association annual meeting in Chicago at the end of March, the vice-chairman of JP Morgan Chase, David Coulter, considered why there were continuing questions raised over the role of…
Covenants: crisis of confidence
Financial covenants that rely too heavily on ratios are just not sophisticated enough to predict the likelihood of default, argues Sarah Woo . Loan originators must learn a trick or two from their colleagues in portfolio management and develop…
The Enron effect
Lawsuits filed by investors in Enron against two of the fallen energy giant’s arranging banks, Citigroup and JPMorgan, have called into question the very structure of investment banking in the US, as John Hintze discovers
Price wars
Ferc is preparing to analyse the results of its survey on energy price reporting.But the American Public Gas Association is concerned that a voluntary reportingscheme cannot guarantee reliable indexes. By Paul Lyon
Heroes or cowboys?
Banks and energy companies alike are sceptical about the role that hedge fundsplay in energy markets. Are they really an aid to market stability, or is theirpresence compounding market volatility? Paul Lyon reports
Simulating spots
Abstract: The use of Monte Carlo simulation is becoming increasingly importantin energy trading and risk management. Here, Les Clewlow and ChrisStrickland present the first in a series of articles looking at the implementation of simulationtechniques and…
Nord Pool’s back-up
Nord Pool Clearing is the first pure electricity clearing house to obtain capitalsupport through insurance to cover defaults by its trading counterparties. Areenergy companies set to follow suit? Joe Marsh reports
The cost of optimism
Petroleum engineers and financial regulators have never spoken the same language,as the recent Royal Dutch/Shell debacle has shown. And this has led to confusionover state oil reserves. By Maria Kielmas
The waiting game
The Italian power market has finally opened to competition, but how long willenergy users have to wait until they can trade on the new electricity exchange? Joe Marsh reports
Fair weather future
Judging from the success of the weather risk market in the Asia-Pacific region,the Chicago Mercantile Exchange couldn’t have picked a more opportune timeto launch Japanese weather futures. By Paul Lyon
The right charge
Savvy firms now accept risk is inevitable. Those that use their risk capitalefficiently outperform those that don’t. Brett Humphreys looks at alternativeinvestments to find out what the right risk-adjusted return on capital chargesmight be
Heart broker
A bitter dispute involving an employment contract, three coal brokers and a claimfor £2 million in damages has highlighted the importance of observing contractuallaw when hiring and firing. By James Ockenden
It needn't be taxing
Tax regulation
The fund of hedge funds reporting quandry
Performance reporting
keeping everybody happy
Funds of funds
Synchronised global growth drives demand for metals and energy
Specialist: energy and resources
Euro's rally proves costly while yen offers chance to go short
Foreign exchange
From cyclical booms to structural strength
Emerging markets
'Mega-deals' serve to vindicate excess money in the marketplace
Mergers and aqcuisitions
A taste of corporate risk
Profiles
The case for independent risk management committees
Corporate governance