Model risk
How geopolitical risk turned into a systemic stress test
Conflict over resources is reshaping markets in a way that goes beyond occasional risk premia
Applied risk management series: Integrating stress tests with risk management
Stress testing is a vital part of successful risk management, but risk managers at energy trading firms frequently face obstacles in designing and implementing successful stress testing programmes. In this article, Carlos Blanco provides some advice on…
Data governance under the regulatory microscope
As regulatory scrutiny becomes more intrusive and demanding, energy trading firms need to make sure their control, governance and compliance functions are up to scratch and that their data is properly managed, up-to-date and available. Rakesh Singh and…
Breaking down the model
Brett Humphreys and Andy Dunn outline a method to help energy companies minimise potential model risk and thereby avoid costly errors in valuing deals