No single approach to interpreting a neural network’s outputs is perfect, so it’s better to use them all Source: Risk feed

Third-party power forecasts are key when ISOs provide inaccurate load projections.   Power market participants in the PJM, a regional transmission organization covering a large swath of the northeastern U.S., may remember Oct. 1, 2019 for the rest of their…

Latest job changes across the industry Source: Risk feed

In 2018, 138 gigawatts (GW), or 13%, of the total operating electric generating capacity within the United States is made up of generators capable of switching between natural gas and petroleum liquid fuels, according to the U.S. Energy Information Administration’s…

Source: Risk feed

NEW YORK (Reuters) – JPMorgan Chase & Co (JPM.N) is in talks to merge its marquee blockchain unit Quorum with Brooklyn-based startup ConsenSys, according to people familiar with the plans. The deal is likely to be formally announced within the…

ESSEN, Germany (Reuters) – Germany must support the construction of gas-powered generation to avoid an electricity supply crunch as it pulls out of nuclear and coal and electric vehicles increase demand, utility Uniper and gas lobby Zukunft Erdgas said on…

This paper presents a new default risk model for market risk that is consistent with these requirements. The recovery rates follow a waterfall model that is based on a minimum entropy principle. Source: Risk feed

Using a simple model, this paper derives two results that provide guiding principles for hedging by, and capital regulation of, financial institutions. Source: Risk feed

Top lenders outclass their host banking systems on NPL ratios Source: Risk feed

Pillar 2 capital add-ons are becoming increasingly elaborate Source: Risk feed

The commodity complex has been on the slide on concerns about oil demand destruction caused the coronavirus outbreak in China, but sugar has bucked the trend. The sugar price has been supported by forecasts for the supply and demand deficit…

Experts raise concerns over IASB’s Phase II plans to move on from Libor Source: Risk feed

First EBA report on national supervisors’ AML/CFT approach finds many agencies failing to co-operate Source: Risk feed

Consultation in first half of 2020 expected to clarify intra-group and forecasting requirements Source: Risk feed

New research links herd investing to bigger drawdowns in stressed markets Source: Risk feed

CRUDE OIL Prompt WTI futures struggled to tread water just above $50/bbl last Friday after Russia said it would need more time to formulate its position vis-à-vis the proposed 600,000 bbl/d of additional OPEC+ production cuts. The coronavirus outbreak in…

We have often heard from CTRM vendors touting their ability to handle multiple commodities and commodity types in a single platform, spanning from energies such as natural gas, hydrocarbon liquids, and power, to metals including base metals, ores and concentrates,…

London, UK Source: Risk feed

Real GDP decline greater for US banks under Fed tests than for EU firms grilled by the EBA Source: Risk feed