Skip to main content

Feature

S&P says Basel II helping to improve German banking

FRANKFURT – The proposed Basel II bank safety rules, weak operating performance and shareholder value considerations are behind a trend to more efficient capital allocation, prudent cost control and risk-adjusted pricing in German banking, a leading…

All clear for energy

Several organisations have brought over-the-counter clearing to the US energy markets over the past six months. Kevin Foster assesses their progress and asks whether they can all survive

A long road to deregulation

Prospex Research’s Ben Tait reports on Spain and Portugal’s progress in integrating their power markets. High ambitions for deregulation are proving difficult to achieve

El Paso helps RiskMetrics adapt

RiskMetrics Group, a company more often associated with the financial sector, is implementing its risk solution software at energy firm El Paso Corp. How is it adapting the software to the specifics of the energy sector? Kevin Foster reports

Weighing up the options

The Brazilian energy market is set for more upheaval as the incoming president seeks a compromise between his campaign promises of greater state control over energy and the goal of attracting foreign investors into the sector. Maria Kielmas reports

A mark-to-market u-turn

A reversion to the old, non-mark-to-market regime for accounting for energy trading contracts is changing the energy supply business, reports Catherine Lacoursière

How much can you take?

Given recent events, energy firms need to fundamentally re-think how they estimate their risk tolerance. Maria Kielmas asks what has prompted this soul-searching

End of an era for GdF

Gaz de France is certain to lose its monopoly position – without it, what strategy can the gas giant adopt in a liberalised European market? Mickael Laurans reports

A safety net for energy traders

Will the Edison Electric Institute’s master netting agreement help reduce credit risk for energy traders? Kevin Foster takes a look at this new initiative

Loan portfolio value

Using a conditional independence framework, Oldrich Vasicek derives a useful limiting form for the portfolio loss distribution with a single systematic factor. He then derives a risk-neutral distribution suitable for traded portfolios, and shows how…

CLS Is Live. What Next?

CLS participants breathed a huge sigh of relief when the long-awaited system launched successfully. Is anyone ready to start expanding the system to new products?

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here