Energy
EU commodities regulation: outlook for 2017
Firms trading commodity derivatives are anticipating some sweeping regulatory changes this year while calling for increased clarity on many key rules. Risk.net looks at the regulatory year ahead
What lies beneath: attention lessons for risk managers
Allowing seemingly irrelevant problems to fester can lead to catastrophe. In many industries, particularly energy, risk managers should be better positioned to preempt disaster
Asia energy dealer of the year: BP
BP restructures long-dated hedge for commercial player
Q&A: Dutch watchdog on the pitfalls of Mifid II
Catching the right energy firms – and leaving others untouched – has been tough, says Esma task force member, Jasper Jorritsma
Mifid II impact on energy liquidity sparks fiery debate
Regulators and industry clash over interpretation of Mifid II market-making rules at industry event
Coal contracts boom is a sign of desperation
Producers' turn to derivatives may be a last throw of the dice
Hidden risks for corporates in renewable energy PPAs
Buyers face load, covariance and basis risks in typical agreements
A profit and loss attribution framework for physical and financial energy portfolios
A profit and loss attribution framework can improve the information available to energy traders and give valuable insight into the health of their portfolios
Citi loses senior energy traders
Brookes moves to EDF Trading as head of European gas trading
Exchanges, energy brokers jostle for position ahead of Mifid II
EEX foray into non-MTF platforms sparks outcry from brokers
Simulating meaningful uncertainty for complex energy portfolios
The meaningful uncertainty simulation framework can extract all relevant information contained in market and portfolio data to give energy firms the ability to make informed business decisions
Nasdaq energy futures face questions over ‘artificial’ volume
One year on, NFX faces uphill battle to draw commercial hedgers
Brexit sparks worries about trade reporting
UK energy firms fear leaving EU may usher in new layer of reporting rules
Credit risk in energy: Best practices for challenging times
Low prices across the commodity spectrum have made credit risk a higher priority for energy firms worldwide. This webinar, brought to you by Energy Risk and Moody's Analytics, brings together thought leaders from across the industry to discuss the best…
EU energy firms uneasy over inside information proposals
List of information expected or required to be disclosed under the Market Abuse Regulation is 'misleading', say industry groups
Beware the hype around analytics
As energy traders make greater use of big data, lessons of the past should not be forgotten
Wells Fargo hires senior gas trader from Mercuria
Other hires at Cargill, Millennium Management and Xcel Energy
IT heads of energy trading firms wrestle with budget cuts
Migration to cloud-based solutions considered as budgets fall 20–25% in 2016
Phibro CEO eyes opportunities in banks’ retreat from energy
Former Morgan Stanley commodities chief Simon Greeenshields revives famed trading firm
How to get maximum value from power plant hedging
It is common practice to delta hedge, ie re-hedge over time, a fuel-fired power plant’s production. Operators switch hedges from yearly to quarterly and monthly forwards as they become more liquid. Marco Miarelli and Margherita Grasso extend the existing…
EC seeks redo of controversial Mifid II commodity provisions
European Commission demands revisions to draft Mifid II rules on ancillary exemption and position limits that had proved contentious for EU energy firms
Quant Ideas: How VAR can add value to energy market analysis
Using traditional financial tools such as value-at-risk can improve market risk analysis in the energy sector
Few commodity traders saw improved liquidity in 2015 – poll
Three-quarters of traders surveyed say liquidity in OTC commmodity derivatives held steady or declined last year, while 25% saw gains