Portfolio Compression – Techniques to Manage EMIR and Other Regulatory and Trading Risks
Due for publication at the start of April, Portfolio Compression is the one-stop guide for trade compression, applicable to all derivatives, with a particular focus on energy trading products.
Due for publication at the start of April, Portfolio Compression is the one-stop guide for trade compression, applicable to all derivatives, with a particular focus on energy trading products.This book provides a step-by-step, pragmatic description of this technique that reduces the transactions in a portfolio, while taking care that profits and risk remain the same or within acceptable differences. Author Diana Higgins takes you through the concepts, analysis, procedures and essential rules involved in a compression task, and uses examples and check lists to help you in your journey.
"This is a must-read book written for credit risk practitioners as well as anyone involved in implementing portfolio compression processes in their organizations. Diana Higgins covers a complex topic in simple language with multiple practical examples that are comprehensive and easy to follow. I highly recommend this book for professionals interested in learning about portfolio compression and improving their knowledge about the interactions between market, credit, liquidity and regulatory risk in energy trading."
Carlos Blanco, Ph.D. Faculty, The Oxford Princeton Programme, and Managing Director, Black Swan Risk Advisors
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