TTA Presents Paper on Modelling Credit Adjustment of Electricity Swaps at 9th Energy Risk & Trading Conference 2006

TTA is a Bronze sponsor at this year’s Energy Risk & Trading Conference to be held at the Sydney Harbour Marriot in Sydney from the 24th to the 26th of October 2006. TTA’s Chief Quantitative Analyst, Dr. Alex Radchik will be presenting a research paper outlining an elegant model for the credit adjustment of Electricity Swaps. Extensive study by TTA has uncovered pitfalls in current methodologies and TTA proposes some simple remedies. For a full copy of the presentation please contact TTA.