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Sessions
Dates Location Tuition Register
Oct 03 - 04, 2018 Rueil 1,980 €
Online By email
Who should attend?

Audience

    • All managers who need to learn the ways of managing risk in the market of natural gas and electricity.

Level

  • Proficiency
  • This training provides participants 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,
  • understand the different hedging tools of the financial markets and assess their efficiency and limits,
  • put in place means of detecting, measuring and controlling the risks through a proper trading organization (procedures, segregation of duties),
  • implement control measures, including market risk and credit risk.
Course Content

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 & 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.
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Ways & Means
  • Case studies and examples.