This training provides participants a global and synthetic view on the risk management of the various trading activities of gas and electricity.
Public :
All managers who need to learn the ways of managing risk in the market of natural gas and electricity.
Level :Skilled
Prerequisite :
Basic notions of Microsoft Excel.
Course Content
MARKETS
Main features of gas and electricity markets.
RISK MANAGEMENT
Basic statistics.
Risk typologies:
Credit risk.
Market risk.
Operational risk.
Value at risk.
HEDGING & MODELING
Nature.
Products:
Futures, forwards, swaps, options.
CASE STUDIES
Compute sensitivities on a gas procurement contract.
Compute the V@R of the contract using Monte Carlo and parametric methods.
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.
Ways & Means
Case studies and examples.
To French entities : IFP Training is referenced to DataDock ; you may contact your OPCO about potential funding.
Please contact our disabled persons referent to check the accessibility of this training program : referent.handicap@ifptraining.com
IFPT Account
