Finding alpha in uncertain energy markets
Sponsored webinar: FIS
This article was paid for by a contributing third party.
The Panel
Timothy Smith, General manager, EVP, Kiodex, FIS
Haibin Sun, Director, risk analytics, Exelon Corporation
Nima Safaian, Head of trading analytics, Cenovus Energy
Moderator: Stella Farrington, Senior writer, commodities, Risk.net
“The volatility of physical energy commodities means that default rates are often high or uncertain, boosting the value of credit risk analytics. And for traders, price volatility and the desire to maximise the value of their assets mean it is now more important than ever to acquire and provide strong market data and mitigate any pricing risks.” – Chartis RiskTech Quadrant® 2017 for ETRM
Finding alpha and ensuring that margins remain intact in a highly volatile political and market environment can be challenging. Current uncertainty and unpredictability breeds ‘prognosticator fatigue’. It raises the question of how, if at all, energy producers and traders can gain a more holistic view of global markets and manage risk more effectively. In this webinar our panel discusses how energy traders can tap into market data and risk analytics to avoid the blind spots. This webinar features a panel of industry experts discussing the following topics:
- Market data
- Market and price risk
- Credit risk
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