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Risk management

The Power Sector Model

David Soronow, Mike Pierce and King Wang, of Financial Engineering Associates, introduce the firm’s Power Sector Model as the next step in derivatives pricing

Making sense of the new power market

Bank of America’s Rogers Herndon and David Mooney examine expectations in the energy and power markets before and after the collapse of Enron and outline their predictions for the future

How much can you take?

Given recent events, energy firms need to fundamentally re-think how they estimate their risk tolerance. Maria Kielmas asks what has prompted this soul-searching

Build in or buy out?

Is it more cost-effective for companies to buy available systems from vendors or to develop and deploy their own energy trading and risk management solutions? Bob Bridger of Vedaris looks into the dilemma faced by many companies

Know your trade types

An accurate and clearly communicated classification of the types of trade a company carries out brings a better understanding of risk methodologies and where they are best used across the enterprise, says Greg Keers

The CRO road

A company-wide understanding of risk has never been more important for energy firms. Kevin Foster talks to three chief risk officers about their role and how it is changing

The three-way knock-on effect

Peter Nance and Lin Franks look at the interplay between market, credit, and operational risks and consider how firms might approach implementing an integrated company-wide system to tackle them

Untangling the web

Ruling out the need for a major software infrastructure project, web-based concepts make perfect sense for enterprise-wide risk management systems, says Martin Chavez

Keeping EAR simple

Brett Humphreys discusses how trading groups can be captured within earnings-at-risk and cashflow-at-risk models. He suggests taking a top-down approach instead of a bottom-up approach based on actual positions

Clear in present danger

Energy companies are crying out for clearing solutions to reduce their counterparty credit risk. James Ockenden looks at new initiatives from London-based power exchange UKPX and German firm Clearing Bank Hannover

Var too far

The energy industry has shown tremendous commitment to value-at-risk (Var) methodologies. But use of Var has been misguided, as James Ockenden discovers

The value of volatility

Brett Humphreys and Tim Essaye seek out the best method for calculating volatility by comparing different measures, and find that complex approaches aren’t necessarily the best ones to use

Tools for the trade

Ken Nichols examines the mechanisms available for incorporating credit risk management into an energy company’s portfolio

Higher or lower?

Kevin Foster looks at how credit rating agencies assign a rating to companies in the energy sector and what kind of factors are taken into account

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