Writings
Matterwise
(click image to read) Current publication
Why liabilities should be discounted at the risk-free rate, not marked to market
(eventually more or less implemented in IFRS9)
Accountancy
 
Credit risk on continuously delivered commodites varies significantly with time in a pattern that does not arise on purely financial derivatives. Energy and Power Risk Management
 
There are five different ways of calculating Value at Risk. Energy and Power Risk Management
 
Chapter on Accounting Risk

Contact Us Site_Notice