Commodity premia: It’s all about risk control
Strategies based on commodity risk premia can be rewarding – but beware common pitfalls
The impact of repeated crises – the bursting of the technology bubble in 2001/2002, the global financial crisis of late 2008/early 2009 and the sovereign debt crisis of 2011/2012 – on the performance of traditional asset allocation funds has been amply documented. Professionals have recognised that allocating between traditional (equities and bonds) and alternative (real estate, commodities, infrastructure, private equity, etc) asset classes resulted in an implied exposure to, at best, only a
More on Risk management
Energy Risk at 30: Learning from the past
Energy Risk looks back at the seminal events and developments that have shaped today’s energy markets
The 10 biggest energy risk management disasters of the past 20 years
The history of energy trading is littered with losses, bankruptcies and other misfortunes that now serve as cautionary tales. Alexander Osipovich looks back at the biggest energy risk management disasters of the past two decades and how they reshaped the industry
Past disasters can prove the value of energy risk management
Analysing failures and losses at energy firms showcases the value of consistent, high-quality risk management
How quants shaped the modern energy markets
The business models of today’s utility firms are built on quantitative analysis, but the introduction of these techniques in the 1990s was far from smooth
Insights from Vince Kaminski
Market veteran Vince Kaminski discusses the biggest risks to energy firms today and whether risk teams can ever prove their value
Mounting risk prompts refocus on integrated energy risk management
Energy firms are facing heightened risk due to shifting geopolitics, climate change and the energy transition. As market, credit and enterprise risks ramp up, the need for improved integrated risk management is growing, say risk managers
Energy supply chains seen as a growing risk
Supply chain risk is now a major concern, with some firms even viewing it as an existential threat, survey finds
Can behavioural science curb rogue traders… and compliance costs?
Instead of using surveillance to catch endless bad apples, experts urge banks to clean the barrel
