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Operational risk

EU commodity position limits prove tricky to hammer out

EU regulators are working on plans to implement commodity derivatives position limits under Mifid II. But their latest proposals have been criticised by energy firms, which point to questions over issues such as hedging exemptions and where the limits…

Right-way risk can create a false sense of security

Dealers typically find comfort in right-way correlations between their exposure to energy sector counterparties and the creditworthiness of such companies. While this reasoning is unquestionably correct, it may create a false sense of security, writes…

Energy Risk Software Rankings 2015

Energy Risk conducted a survey in which it asked energy trading firms to nominate their top ETRM vendors, implementation specialists, data vendors and data managers during December 2014 and January 2015. We present the top ranked firms below

Quant ideas: Building a better LNG forward curve

A robust suite of liquefied natural gas (LNG) forward curves is an important prerequisite for the proper valuation and risk measurement of LNG portfolios. This article provides an overview of effective methods for constructing long-term LNG forward price…

Republicans in Congress set to push Dodd-Frank fixes

With Republicans now in control of both houses of the US Congress, energy firms and other derivatives end-users are hoping for new legislation to ease some of the more troublesome aspects of the US Dodd-Frank Act. Their optimism is justified - up to a…

EU ETS risk and climate risk

Vertis has been active in carbon markets since 2001 – starting out as a developer of joint implementation projects, before entering into brokerage and dealing when the European Union Emissions Trading Scheme (EU ETS) was established in 2005. Vertis…

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