This white paper examines the value for energy companies of an integrated ETRM approach to capture market risk and monitor counterparty creditworthiness, and the need for a robust risk solution to gain a consistent, aggregated view of data. [–]
 

This white paper will describe mechanistic hedging and its practical use as a means to reduce both financial and regulatory risk. It defines mechanistic hedging, explores the likely challenges which the utility industry will continue to face going forward with their hedging practices and describes the benefits that utilities, regulators and consumer advocates might enjoy in developing a collaborative approach. [–]
 

In an uncertain world, the field of risk management needs a dynamic methodology to account for non-normally distributed risk factors. Whether for market risk or credit risk, Dynamic Risk Factor Modeling enables the risk manager to develop models for each specific risk factor that preserve the observed non-normality, provide integration with other risk factors (both normal and non-normal), and provide dynamic error checking on each fitted model. [–]

As lawmakers respond to economic events with complex new rules for market participants, regulatory compliance becomes an ever-larger cost of doing business in energy and commodity trading. Some argue that the new regulations and reporting requirements of Title VII of the Dodd-Frank Act have increased the price of admission for swaps trading to the point of being a barrier to entry for small firms [–]