Counterparty risk
Looking back: Lehman stirs credit and liquidity risk fears
Six years ago, the bankruptcy of investment bank Lehman Brothers sent shock waves through energy and commodity markets, as Energy Risk reported in October 2008
Risk managers should learn from the mistakes of others
Doing enough detective work to discover whether companies are really rotten to the core may be challenging for busy risk managers. But bad eggs usually come with early warning signs, which are easier to spot, writes Vincent Kaminski
Using credit valuation adjustment to set limits
In their previous article, Carlos Blanco and Michael Pierce introduced the concept of credit valuation adjustment (CVA). In this next instalment, they explore CVA allocation methods and discuss alternative structures using CVA to set limits, credit…
Planning for bankruptcy of a major counterparty
Paul Turner and Mark Sherrill discuss how to minimise exposure to the bankruptcy of a major energy counterparty
Singapore conference report
Energy risk managers, end-users and producers from across Asia gathered for Energy Risk’s annual conference in Singapore in September to discuss how energy and commodities markets will evolve and face the challenges that lay ahead. Lianna Brinded reports