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Risk Management

The Brattle Group offers clients expertise in risk management issues relating to finance and commodities, energy and utilities, insurance, and regulated industries. We bring to bear essential skills in statistics, computation, competitive analyses, valuation, and allocation modeling.

Our internationally recognized economic consultants provide expert testimony in litigation proceedings, evaluate settlement analyses and negotiations, advise regulatory agencies, and assist clients in anticipating and managing strategic risk management issues.

Our Focus

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Related Experts


Principals:
Joseph P. Belanger
Michael I. Cragg
Richard E. Goldberg
Frank C. Graves
Steven H. Levine
George S. Oldfield
James A. Read, Jr.


Academic Advisors:
Donald R. Lessard
René M. Stulz
Suresh M. Sundaresan
Mark T. Williams

Selected Publications

Hedge Timing: There’s No Magic in Dollar Cost Averaging (external link)
Cleaning Up Spark Spreads: How Plant Owners Can Reduce Risk Through Carbon Markets
Dodd-Frank and Its Impact on Hedging Strategies
FASB Accounting Rules and Implications for Natural Gas Purchase Agreements
Managing Natural Gas Price Volatility: Principles and Practices Across the Industry
The Major Risk Management Challenge of this Decade
Risk-Adjusted Damages Calculation in Breach of Contract Disputes: A Case Study
Some Theory on Price and Volatility Modeling
Overview of Major Arguments in Synapse Report
Leverage and Volatility Feedback Effects in High Frequency Data
EPRI Energy Portfolio Manager, Version 3.1: User's Manual
Seasonal Volatility in Energy Prices: A Study of Natural Gas and Electricity Futures
EPRI Generation Asset Manager, Version 3.1: User's Manual
Volatility Asymmetry in High Frequency Data
Risk Management and Derivatives
Financial Engineering in the Energy Book System - A Wind Turbine (technical update)
Valuation and Management of Generation Assets
Financing and Risk Management
Capital Allocation for Insurance Companies
The Rise in Managerial Stock Ownership