Price Volatility & Market Risk Management

Price levels and price level fluctuations, as well as price differentials and the dynamics of those differentials

Price Volatility & Market Risk Management

995.00 excl. VAT


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



  • 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
  • Limit structures
    • Position limits
    • Price limits (level & volatility)
  • Impact of volatility on the valuation and hedging of physical assets
    • Processing capacity, storage capacity, transport capacity
    • Cross-commodity spreads, time spreads, location spreads
    • Spread options and their value

Practical Information


Tuesday 19 December 2023, 10:00-16:00 (CET)

Where and how?

Online (MS Teams)


995.00 excl. VAT

Bulk Purchase Enquiry

Contact us for more information regarding bulk purchases.

    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.

    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.