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OTC Conseil Americas
Newsletter #6 - September 2009

Editorial


July: mostly cloudy, with showers and thunderstorms; August: rainy, highs in the lower 90’s.

The weather seems to be playing with us, so let's not be passive. After all, weather sensitivity is just another manageable risk factor. Like every risk factor, it must be assessed, managed and optimized as part of a company's steering analysis. Weather sensitivity, and, in the long-run, climate sensitivity, are topics of concerns for a great many companies.

One often cited example is that a storm can cause technical damages, yet even a simple drop in temperature can have a critical impact on a firm. This summer, while rubber boots sales have certainly been among the highest on record, the opposite may be true for air conditioner sales.

Here, we offer some guidelines for understanding, measuring and managing a company’s weather risk.

We then turn to another kind of risk and another kind of sensitivity: liquidity risk.

The crisis has fundamentally changed the way that banks manage this risk. Banks’ liquidity has proven systemic impact. The Fed’s recent regulation of this emphasizes the reality that liquidity risk management is fundamental. A bank’s liquidity risk can be assessed and controlled based on its assets and liabilities, as well as on the whole financial environment’s health, at a macro level.

Actually, the cursor may meet in the middle between macroprudential regulation (systemic) and microprudential regulation (Basel).

So, once again, let's manage and optimize our risks, and, as we say in French, "après la pluie, le beau temps" (after the rain, always comes the sun!).


Fayna Lionet
OTC Conseil Americas

Weather Risk Management


Weather conditions affect the overall economy. Whereas catastrophic events (floods, storms, etc.) are managed via insurance systems, with indemnification of defined losses, normal meteorological variations can only be managed through organized and informed by a company.


Liquidity risk management between systemic and prudential regulation


Today, building capacities to manage liquidity risk at the level of banking institutions is the main means of strengthening the prudential regulatory framework - and by extension, to fostering systemic stability.