Risk management
GlobalView adds TFS, ICAP, CBOT to data offerings
Chicago-based data management company GlobalView has increased its data offerings to include data from brokerage Tradition Financial Services (TFS), an increased offering from ICAP, and futures data from the Chicago Board of Trade (CBOT).
Technology - Software selection - Selection success
Getting the best results from external ETRM software offerings requires careful preparation and an ongoing commitment from management. Addam Alderete outlines the key issues
In search of STP
Trading complexity, compliance issues and increasing competition are all driving companies to improve their electronic STP processes. Eric Fishhaut takes a look at some of the latest developments
Technology - Build or buy - To build or buy?
Today's complex energy markets mean the traditional decision of whether to build or buy trading and risk management software systems has never been more important, writes Mark Raine
Technology - Market Overview - Hot markets for ETRM applications
With high and volatile energy prices driving an increase in energy trading, energy companies and financial institutions playing in energy markets will need to focus on the most advanced technology to meet the needs of this fast paced market, writes Jill…
Valid Assumptions Required: Historical Simulation VaR
Brett Humphreys discusses the assumptions underlying the calculation of a VAR using the historical simulation methodology.
Technology - Project management - A stitch in time
Companies entering the energy sector have a fairly short window of opportunity to get up and running. City Practitioners Ian Bentinck and Jeremy Taylor examine some of the technological and project management issues that can arise
EEX launches coal futures
Two major exchanges announced the launch of coal futures contracts last month, sparking fears that the competition might cripple liquidity in this fledgling market
BNP Paribas appoints Amine Belhadj
BNP Paribas has appointed Amine Belhadj as global head of commodity derivatives. He reports to Dominique Remy, global head of energy, commodities, export and project finance (ECEP) and Yann Gerardin, global head of equities and derivatives, and will…
Valid Assumptions Required: examining forward curve assumptions
Brett Humphreys and Eric Raleigh review assumptions about the forward curve and the difference between relative and absolute dates.
Steve Leppard
BP's Steve Leppard combines quant skills with sound business sense to create effective risk management solutions. He speaks to Oliver Holtaway about his career
A model of time-varying volatilities in futures contracts
Despite the utility of forward price models in the risk management framework, models of spot prices are used more prevalently. Ted Kury presents a tractable model with time-varying volatility, that allows for temporal changes
Freight derivatives market
Energy Risk looks at the latest developments in this expanding market
Clearing the way for competition
Until recently, NOS was the only player offering clearing for freight derivatives. But with the arrival of new players, competition is set to intensify. Oliver Holtaway reports