Within the scope of this master thesis the author aims to perform an overview of contemporary credit risk measurement and management models on thesubject of their application in energy trading sector. For that task, selected models are considered and the advantages and drawbacks for the particularapplication are discussed. The study is supported with specialists’ opinion and an example from successful energy trading practice from US energy industry.The study also intends to prepare a theoretical framework for undertaking a further large-scale study among Swedish power traders. Regarding the last ambition, author’s outlook is guided by energy market surveys and reports of relevant authorities and energy companies in Sweden. It is also supported with insights about the market obtained through an interview with a power trader at one of the leading energy trading companies in Sweden. Materials obtained for the present study are confined to those available in the English language.
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