News & Announcements

Existing hedges can be novated, terminated, or assumed at close, and their mark-to-market shifts deal value. See how hedge books are handled in energy M&A.

The 45Z Clean Fuel Production Credit replaced the blenders' credit in 2025, tying value to carbon intensity. See how it reshapes RNG economics and price risk.

Value at Risk (VaR) estimates the maximum expected loss on a commodity portfolio over a set horizon at a given confidence level. Learn how VaR is calculated, its limits, and how to use it.

Hedge accounting under ASC 815 lets energy companies match derivative gains and losses to the exposure being hedged, reducing earnings volatility. Learn when it applies and how to qualify.

RiskNet can be onboarded across multiple commodities in as little as 48 hours; integrations and data migration are what extend a full rollout. See CTRM and ETRM timelines, phases, and drivers.

A three-way collar adds a sold lower put to a standard collar to fund a higher floor or a net credit. See how it works, its risks, and when producers should use one.

RNG projects earn revenue from RINs and LCFS credits, not just gas. Learn how D3 RINs and LCFS credits are valued, why prices swing, and how to manage the risk.

Basis risk is the gap between Henry Hub futures and your local delivery price. Learn how natural gas basis risk arises and how producers and buyers hedge it.

ETRM and CTRM software compared — what each category covers, the types of vendor supplying them, and how energy and multi-commodity firms decide which system fits.