Are you finding it difficult to report on relevant market and credit risk metrics with accuracy through your current risk systems?
By attending this course, you will gain a thorough understanding of the range of market and credit risk metrics and their advantages and disadvantages for handling complex energy portfolios.
This event will be led by Chris Strickland and Pierre Lebon of Lacima Group
This course will leave delegates with an overview of different price models and numerical techniques to allow you to value and manage a portfolio of thermal, wind and hydro generation assets along with standard power contracts. You will learn how to delta hedge assets, calculate a variety of risk metrics such as value-at-risk, earnings-at-risk, potential future exposure, and how to analyse these risk metrics.
By attending this two day course, you will gain a broad overview of different price models and numerical techniques to value and optimise gas portfolios that include storage and swing contracts with their associated physical assets, and how to exercise supply agreements and operate power plants taking into consideration the constraints that affect gas networks.
Partecipate al convegno di Energy Risk Italia per
discutere approfonditamente di problematiche di mercato e analizzare le
conseguenze delle variazioni regolamentari e del trading sulla gestione del
rischio nelle società dell’energia.
The 2014 Energy Risk Summit USA will be taking place on May 20-22 in Houston. For 18 years, this flagship conference has been the event of choice for professionals seeking to enhance their risk management and trading techniques, get to grips with fundamental regulatory and macro changes, and network with 150+ industry professionals.