Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Urge to merge
The landscape for US commodity exchanges is undergoing considerable change, with many heavyweight names announcing mergers or new co-operations. David Watkins looks at what this will mean for energy trading
Uncertainty hampers forward planning
The long-term investment plans of US utilities are being hampered by regional regulatory ambiguity and a string of failed mergers. David Watkins investigates
Changes at intra-day
Nord Pool and the European Energy Exchange are going head-to-head in an effort to deliver intra-day trading to Germany's power market. Oliver Holtaway investigates
Trading opportunities in the Nymex frac spread
This article examines the long-term relationship between natural gas and propane futures. Using a technique known as 'frac' spread trading, Mbodja Mougoué and Steven Slack illustrate the opportunities that can occur from using the price fluctuations in…
Gearóid Lane
The Weather Risk Management Association's Gearóid Lane talks to Oliver Holtaway about the bright prospects for managing weather risk
The cruellest month
The impacts stemming from volatility in natural gas futures contract spreads – in particular the effects of seasonality on the March-April spread – have been seen in the recent dramatic losses by major hedge funds. Daven Voorhies explores some of the…
Lessons learnt
This year was one of unprecedented volatility for energy markets, yet it also marked a step-change in market maturity. Energy Risk asked some key players what they see as the defining events of 2006 and how they will affect behaviour in 2007. By Stella…
Strength in numbers
Asia Risk conference
Going private
Profile
Credit concerns
Editor's letter
A feast of futures
Associated British Foods is significantly exposed to commodity price fluctuations. Anna Gordon-Walker asks the company's finance team how it manages these diverse risks
From VAR to stress testing
Implementation of enterprise-wide VAR models in the 1990s was an important risk management advance, but it's time to rethink some fundamental aspects of how they were designed, argues David Rowe
Time of life
Longevity risk
Sovereign remedy
The World Bank, the lender of last - and often first - resort for the poorer nations of the world, uses derivatives to hedge its own risk book much as any other bank would. But it has another important role in the risk business: acting as an intermediary…
Pennies for a price
Equity derivatives
A risky climate
Climate change
