Articles by Risk Staff
Knowing your limits
Value-at-risk limits are widely used risk management instruments. But issues over the allocation of Var limits remain, says Brett Humphreys
In the right direction
In this, the second of a two-part series on advanced options, we look at the concept of directional strategies and consider various methods of employing them. By Doug Coyne
Setting a new pace
‘Broken records and shattered dreams’ was the headline for last year’s exchange review – but it could easily have been appropriate for this year’s. Certain exchanges have reported stellar growth, while others are suffering, for various reasons. By Joel…
Trading software: tailored to maturity
It is critical that an energy company looking to acquire risk management and trading software be aware of its current as well as future needs. By Fred Cohen and Satyan Malhotra
Ripples from a big fish
What effect has the fall of Enron had on the energy sector? Energy market information specialist FAME Energy offers a brief analysis of the state of the industry
A hedge by any other name
It is one of the most commonly used phrases in risk management parlance, but what exactly is meant by the term ‘hedge’? Here we propose a new definition. By Brett Humphreys
Deutsches data duel
Statistical analysis of competing meteorological data from two different sources in Germany might lead to disparate views of weather risk management. By Bob Dischel
Poor relations
Here EPRM outlines an approach for sorting out common problems relating to calculating correlation measures in value-at-risk. By Brett Humphreys
Where now for Nordic?
The Nordic electricity sector is usually held up as the best working market in the world. We investigate why it is so successful and what it plans to do now that other countries in Europe are opening up their power sectors. By Joel Hanley