How relevant is VAR for energy markets?

How relevant is VAR for energy markets?

Bell curve data

Energy organisations require risk metrics that provide well-informed decision-making to enable them to apply appropriate hedges, absorb market volatilities and price shocks and optimise their operations to improve profitability. However, in practice, risk management for many organisations is typically limited to calculating a value-at-risk (VAR) metric – and often this is the simplest form of VAR, called delta or analytic VAR. Given the industry’s increasing focus on the measurement and

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Counting down to dollar Libor transition

In a webinar, experts discussed the impact of market volatility on Libor transition, the availability of term SOFR, developments in non-linear markets and management of forthcoming CCP conversions

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