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
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Duration : 0.5 Day
Main features of gas and electricity markets.
RISK MANAGEMENT
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Duration : 0.5 Day
Basic statistics.
Risk typologies:
Credit risk.
Market risk.
Operational risk.
Value at risk.
HEDGING & MODELING
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Duration : 0.5 Day
Nature.
Products:
Futures, forwards, swaps, options.
CASE STUDIES
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Duration : 0.5 Day
Compute sensitivities on a gas procurement contract.
Compute the V@R of the contract using Monte Carlo and parametric methods.
Learning Objectives
Attendees will be able to implement the following skills:
Understand gas and electricity trading operations and effectively use the various hedging tools in the face of financial risks,
Implement control measures, including market risk and credit risk.
Ways & Means
Case studies and examples.
Learning assessment
Participants will be evaluated during the training through case studies.
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Coordinator :Contracted IFP Training trainers having expertise and experience in gas and electricity trading and their associated risks.
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
