Price volatility (1-day workshop)

The impact on supply & trading

Friday 16 September 2022, 10:00-16:00 (CET)

Target groups:

  • Professionals in a business, control or support function, including trading operations experts; not for quants.

Learning objectives:

  • Mastering the concept ‘price volatility’
  • Being able to interpret volatility numbers
  • Understanding the impact of price volatility on consumption prices
  • Understanding the impact of price volatility on a trader’s working capital
  • Understanding the impact on cash management
  • Understanding the impact on trading activity

Including:

  • Study materials (handout + book)
  • Lunch

Programme:

  • Price volatility – The concept
    • Risk vs. opportunity
  • Types of volatility
    • Future volatility
    • Estimated/expected volatility
    • Implied volatility
  • Calculation of volatility
    • Data set
    • Weighting factors
    • Seasonality
  • Collateralisation & margining
    • The impact of price volatility on deposits
    • The impact on finance liquidity
    • The impact on market liquidity
    • Consequences & solutions
  • Supply contracts & pricing
    • Volume flexibility contracts & other flexibility
    • Risk premium
    • Consequences & solutions


About the Lecturer

Jerry de Leeuw
Jerry is the founder of  Entrima, a provider of learning services for professionals in the commodity and energy markets, as well as a former option trader.



Register for Price volatility (1-day workshop)



 

Our Labels

Entrima and Market Abuse Centre (MAC) are the two labels we operate to provide learning services for professionals in the commodity & energy markets.
 
 


Content & Context

Entrima’s mission is to transfer knowledge regarding the business, controls & operations of parties in (or relating to) the wholesale markets.

www.entrima.org


Conduct & Culture

MAC’s mission is to facilitate the prevention & detection of misconduct and to foster proper behaviour in organisations. This is achieved via training, periodic updates and increased awareness.

www.marketabusecentre.com