Aligne Configurable Risk
Aligne’s configurable risk functionality provides you with a range of tools for measuring risks in the energy market. Aligne Configurable Risk includes components to help you address risks related to value, interest rates, foreign exchanges, volumetric risk, cash flow and earnings. It also provides tools for addressing credit value at risk and assessing “what if” value at risk scenarios.
Features
- Fully supports mark-to-market reporting
- Facilitates stress testing to determine the losses in extreme but plausible circumstances
- Provides the ability to capture different types of earnings in calculations
- Helps users to measure their distribution around cash flows at pre-defined intervals of time
- Correlates between a trade activity and its resultant effect on the VaR
- Uses recovery rates to provide an insight into potential future credit risk
- Helps to assess the correlated impact of interest rate fluctuations
- Provides credit mitigation tools such as netting, collaterals and margin cash
Benefits
- Helps to establish an objective statement of value versus subjective opinions or models
- Evaluates risk from multiple perspectives to gain a better understanding of potential loss
- Provides checks to help mitigate loss from counterparty defaults
- Supports compliance with requirements for transparency and objectivity related to exposure
Related Products & Services
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Aligne
Aligne is a multi-commodity software solution suite that helps energy companies to more efficiently and profitably trade and market energy, process transactions, manage risk, and optimize operational and financial decisions.