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Risk management

A true test for value-at-risk

The three classic approaches for measuring portfolio value-at-risk do not compare like with like, argues Richard Sage. Here he presents a test portfolio to highlight the differences between calculation methods

Vincent Annunziata

During his time as a senior commodities trader and risk analyst, Vincent Annunziata noticed an alarming trend: like any other trading outfit, his company was prone to human error. He was working for Phibro – formerly the commodities trading division of…

People Swaps

ABN Amro hires global energy trading head Dutch bank ABN Amro has hired Jonathan Arginteanu to the newly created positionof senior vice-president and deputy head of global energy trading operationsin New York. He was previously head of rival bank BNP…

Mirant bankruptcy is not terminal

US energy firm Mirant’s July bankruptcy filing bucks the recent trend of last-minute restructuring deals that have saved many of its rivals from a similar fate. But analysts say the company is likely to emerge from its filing with at least some of its…

The trouble with normalisation

Weather derivatives practitioners say normalisation agreements between regulators and utilities in the US are posing a threat to their industry. Kevin Foster investigates

S&P to apply stress test to power firms

Standard & Poor’s (S&P) is to apply a stress test designed to measure how well power companies can stand price swings in volatile electricity markets. The move is part of the credit rating agency’s effort to combat criticism of rating agency failure to…

A secure base

Long praised as pioneers in the energy derivatives space, US energy firms are now looking to make their overall risk management practices more robust. And, as Paul Lyon discovers, these companies have several innovations up their sleeves, such as…

Avoiding STP failure

Entertaining as a Matrix-style spectre of a world governed by computers might be, for many involved in planning straight-through processing, seamless computing is the goal that every organisation should be trying to achieve, says Trayport’s Elliot Piggot

Running a smooth operation

Due to internal control scandals, process failures and the Sarbanes-Oxley Act, energy firms must keep an ever-closer eye on internal operations. Openlink’s Philip Wang and freelance author Jack King lay the basis for an operational risk framework

Scaling the credit cliff

How are designers of credit risk software reacting to the new credit realities of the energy trading sector? Kevin Foster talks to some leading companies to find out

Standing out from the crowd

Credit risk management groups can differentiate themselves from their competitors through their different capabilities. Randy Baker and Brett Humphreys explain how

Post-delivery problems

The credit exposures that arise from trading physical and financial energy are inherently more complicated and volatile than those encountered in trading purely financial products. Richard Sage looks at the different elements to be considered

Trying to model reality

Quantitative credit risk models are a must-have in today’s energy industry. But human judgement is still needed, as Maria Kielmas discovers

Energy firms turn to overlay

Energy companies face a tough future over pension provisions – a problem that could well exacerbate credit deterioration. Paul Lyon finds that innovative use of currency overlay could provide some form of refuge

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