How hourly power futures are changing short-term risk management (Webinar)

Video

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The growth of renewables has made intraday volatility in power markets a structural reality. Traditional block products compress hourly risk into a single position, limiting visibility into the underlying exposure that drives P&L. Hourly granularity is now the baseline for short-term risk management, forward curve construction, and margin attribution.

Operational readiness for new trading venues requires more than exchange connectivity. Position limit monitoring, trade capture, and regulatory reporting must be established before trading begins. In this webinar, BroadPeak and ElectronX explore the impact of hourly power products, and outline a practical approach to accessing new venues with real-time data integration, without complex IT development.

Agenda

  • Why hourly futures matter in today’s power markets
  • Adding new venues without rebuilding your infrastructure
  • Operational readiness and onboarding
  • Q&A

Speakers

  • Alastair Hawker, ElectronX
  • Ned Stainthorpe, BroadPeak
  • Jason Delgado, EPAM Systems

Perspectives

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