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In the restructuring, Continental moved its bad loans into a trading portfolio.
This paper proposes a novel framework for electricity trading portfolio optimization of a GenCo, considering uncertainties of electricity, fuel and emission markets, to secure its future trading position.
For accurate realization of their optimal electricity trading portfolio selection, GenCos need to incorporate cost side uncertainties arising from fuel and emission market volatilities.
In part, MF Global transferred money to the clearing house to unwind large positions in its proprietary trading portfolio.
In March 2000, the suit says, Mr. Bergstrom became concerned about the company's natural-gas trading portfolio in the Britain.
The company said it wanted to find an orderly way to liquidate its $2 billion trading portfolio.
Similar(20)
By using leverage, or borrowed funds, firms like Goldman Sachs easily increased the size of the bets they were making in their own trading portfolios.
If the market does not rebound by the end of the year, many large firms want to have their trading portfolios whittled down.
However, last year British energy regulator, Ofgem, investigated just this, gaining access to the suppliers' energy trading portfolios, and concluded there was competition in the residential energy supply market.
The scramble to buy the trading portfolios of Amaranth, to relieve it of exposure to volatile energy markets and perhaps to salvage what assets remain and keep it running, highlights the intense interest Wall Street has in energy trading.
But it's only a start.The trade portfolio is an amazingly technical thing.
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