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Risk management

Compliance solutions

Compliance with regulations such as Sarbanes-Oxley and Mifid is putting an increasing burden on energy-trading firms. Roderick Bruce looks at ways of overcoming the latest regulatory hurdles

APM gains first owner in western US

ACES Power Marketing (APM), a wholesale energy risk management and transaction execution service company, has gained its first owner in the western US, as it continues to expand its service base in California and the west.

Correlation and credit VAR

Navneet Arora and Shisheng Qu show that credit VAR in commodity trading is affected not only by the inherent credit risks of counterparties, but also by various correlations among counterparties and between counterparties and commodity prices

In defence of VAR

High profile losses such as those at hedge fund Amaranth last year had people questioning risk management tools, particularly value-at-risk. But Chris Schlegel and Andrew Kosnaski believe VAR would have given adequate signals to traders in the volatile…

Head gas trader quits JPMorgan

The head natural gas trader for JPMorgan has resigned after being asked to leave the investment bank, sources close to the situation said Friday.

GE Energy to auction extra capacity

GE Energy Financial Services has announced its plan to auction the extra capacity created by a project it says will bolster the constrained electricity transmission grid serving New York City.

Western congestion

Despite huge strides to improve power transmission efficiency in California since 2001, the region is still flagged a 'critical congestion area' by the US Department of Energy. Neil O'Hara looks at the state of play

Future imperfect

Hedging physical deals with derivatives may be active risk management, but if the physical contract is breached, it can result in unnecessary losses. Andrew Meads looks at whether the innocent party can recover these losses

Surveying risk management

How is risk management viewed in your company? Are there risks you would like to measure but don''t? Which methodologies are most commonly used? What should the discipline tackle next? Our latest survey reveals all

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