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Operational risk

Tough talk on derivatives

The Commodity Futures Trading Commission and Ferc are getting tough in throwing fines around. Is this a ploy to avoid being lumbered with further over-the-counter regulatory responsibilities? Some market participants certainly think so. By Paul Lyon

Wanted: cash for new lines

Can Ferc’s standard market design encourage much-needed investment in the US power grid and develop a merchant model for transmission assets? By Kevin Foster

Speculate away

A new report argues that speculative trading in the crude oil markets contributes far less to volatility than its critics suggest. Kevin Foster looks at the arguments

A formula for high prices

The US chemical industry is crying foul over spiralling natural gas prices, but there are measures they can take to protect themselves, as Kevin Foster discovers

How to spot a VaR cheat

Traders can use weaknesses in VaR measurement to make it appear that they are not taking any risks. Brett Humphreys exposes how easily this can be done

Trading with a small ‘t’

What made headlines before is now becoming everyday news: energy companies are scaling back or leaving energy trading. Some industry observers are emphasising the shift to ‘trading around assets’. Anne Ku investigates just what this means

Models of good behaviour

The development of new models that describe the real dynamics of energy prices have to take into account the behavioural aspects of market players. The problem is how to quantify these aspects. Maria Kielmas reports

Rethinking European power

European energy firms are seeking to reposition their products and strategies in advance of European Union market deregulation. FAME Energy reports

Greening the markets

Environmental risks are increasingly being recognised as important financial issues, but the markets are still some way from rewarding companies for good environmental performance, as Kevin Foster discovers

Pointing the index finger

Concerns over manipulative energy price reporting has led to a call for price index reform. But many market participants are apprehensive about disclosing detailed confidential data to a third party. James Ockenden looks at developments

Opportunity knocks for smelters

Aluminium manufacturers have long used sophisticated hedging and risk management techniques to protect against fluctuating metal prices, yet they have only recently looked at transferring these skills to power risk management. David Wilson reports

Credit watch

Risk management and analytics firm RiskMetrics gives this month’s analysis of energy companies’ credit quality using its CreditGrades tool

Margin notes

Brett Humphreys explains how to measure and manage margin risk, an often-overlooked – yet often-significant – risk exposure

Exchanges gradually gain pace

After much talk of new trading solutions for German power, only one platform – EEX – has made significant progress, although the new clearing solution from Clearing Bank Hannover seems to be picking up steam. James Ockenden reports

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