You are viewing all posts by, John Doran

principal, SunGard Global Services’ energy practice

11
Oct
2011

‘Surveillance as a Service’ in energy and commodities trading

Contributor:

The type of trading behavior that can be categorized as manipulative or disruptive is generally not prescriptive in nature. This will likely continue despite requests for clarity across market participants. Regulatory agencies are becoming much more aggressive in mitigating activity that can undermine confidence in the markets, placing additional responsibility on today’s compliance teams. As a result, new expectations for proactive trade surveillance are gaining increased attention, especially as companies also seek to eliminate breaches of internal controls and policies.... read more

principal, SunGard Global Services’ energy practice

19
Jul
2011

Uncovering hidden insights from your VaR engine data

Contributor:

Value at Risk (VaR) is a popular metric used in risk management. While it gained popularity in the 1980s after the market crash of 1987, today it is being scrutinized after the market crash of 2008 due to extreme tail events that were not properly identified or mitigated.... read more

principal, SunGard Global Services’ energy practice

2
May
2011

What is behind the recent rise in energy prices?

Contributor:

Gasoline prices in the United States are averaging close to $4 a gallon, nearly double what they were just one year ago. According to Platts, the production levels from OPEC dropped by approximately 580,000 barrels per day between February and March of this year due to lost production resulting from political turmoil throughout Africa and the Middle-East. Also, the uncertainty associated with the earthquake and subsequent tsunami in Japan caused global market fluctuations. ... read more