A partner of excellencefor oil and gas professional development

Natural Gas & Electricity Trading:

2 days TRT/GET
Level
Proficiency
Audience
  • All managers who need to learn the ways of managing risk in the market of natural gas and electricity
Purpose
  • To enable participants to gain a global and synthetic view on the risk management of the various trading activities of gas and electricity
Learning Objectives
  • Upon completion of the course, participants will be able:
  • to assess the risks associated with each phase of the gas trading and electricity
  • to understand the different hedging tools of the financial markets and assess their efficiency and limits
  • to put in place means of detecting, measuring and controlling the risks through a proper trading organization (procedures, segregation of duties)
  • to implement control measures, including market risk and credit risk
Ways and means
  • Case studies and examples

Markets 0.5 day
  • Main features of gas and electricity markets
Risk management 0.5 day
  • Basic statistics
  • Risk Typologies
  • Credit Risk
  • Market Risk
  • Operational Risk
  • Value at Risk
Hedging and modeling 0.5 day
  • Nature
  • Products
  • futures, forwards, swaps, options
Case studies 0.5 day
  • Compute sensitivities on a gas procurement contract
  • Compute the V@R of the contract using Monte Carlo and parametric methods
2016 course calendar
Language Dates Location Tuition Register
Oct 04 - 05 Rueil €1,740 Online By email