Insolvent energy supplier is barred from holding long-dated forwards – which could deter potential buyers
Winners of the 2022 Commodity Rankings needed new approaches to manage extreme price swings
German move to backstop margins with liquidity facility welcomed by energy producers – but others say it’s unnecessary
Sarah Friar, chief executive at Nextdoor, says enterprise risk assessments are vital because, when done well, they are great mental models and helpful for playing out scenarios
Bulb can’t buy wholesale electricity and gas more than two weeks in advance, leaving it exposed to price hikes
Across all systemic banks, only eight dealers disclose their GHG emissions for this field
Hedging strategies were powerless to protect firms from runaway energy price rises
Winners of the 2021 Energy Risk Commodity Rankings supported clients in unprecedented times to be voted counterparties of choice
Swedish regulator’s fine poses serious questions over default management and margining, while providing few answers
The authors investigate the performance of various value-at-risk (VaR) models in the context of the highly volatile Nordic power futures market, examining whether simple averages of models provide better results than the individual models themselves.
What are energy firms doing to measure and mitigate transition risk?
Energy Risk Awards 2020: Firm’s wide commodities presence, physical and financial risk expertise and financing capabilities result in standout deals
This webinar explores how to meet AML and fraud management obligations while empowering core businesses to remain competitive and innovative
Key wins for BP, Engie and Uniper while Macquarie takes the derivatives house of the year award
Higher carbon prices would trigger widespread industry defaults, says agency research unit
This paper provides an alternative way to introduce the stylized facts on electricity futures.
Custom and traditional proprietary indexes have been growing in popularity and actively transforming the investment landscape. Financial products linked to indexes are thriving, enabling more efficient access to the market, whether it is equity, bonds or…
A forum of industry leaders discusses the latest developments in XVA and the strategic, operational and technological challenges of derivatives valuation in today’s environment, including the key considerations for banks looking to move to a standardised…
As the new compliance schedule for IM requirements on non-cleared derivatives comes into force, IHS Markit’s director, derivatives data and valuation services, Kashyap Sheth outlines what to expect next
Siarhei Niaborski, executive vice-president of risk at CompatibL, discusses the rate of cloud adoption in the capital markets industry and its possible drivers and barriers, how firms can derive maximum value from cloud usage and the criteria on which…
As regulatory stress tests evolve and a new age of stress-testing approaches, firms are looking to maximise value by making the most of scenario-based analytics. John Voigt, principal solutions manager at SAS, explores the importance to institutions of…
At a recent roundtable in Tokyo, banks and regulators discussed progress on credit valuation adjustment (CVA). While, in many respects, the work towards implementing best practices in the country is on track, challenges remain in resourcing and…