Risk Management
Using advanced modeling, analysis, and simulation methods, Entegrate Risk helps you to understand and evaluate large portfolios of traded instruments in multiple timeframes for the power, gas, crude, emissions and weather derivatives markets. By integrating all operational and financial trading activities into a central system, Entegrate Risk helps ensure calculations are based on accurate trading and physicals data. Physical assets and contracts can be more precisely valued and hedged with Entegrate’s underlying valuation processes and algorithms. It also supports real-time risk management by providing real-time views that reflect position changes and credit exposures.
Features
- Performs mark-to-market valuation
- Calculates earnings and cash flow using forward shift methodology for EaR and CFaR reporting
- Quantifies maximum and quantile potential credit exposures
- Performs stress tests and incremental VaR analyses
- Performs historical VaR and backtesting on portfolios
- Keeps a single repository of position-control data
- Meets regulatory requirements for risk management and reporting
Benefits
- Reduces the amount of time needed to evaluate risks so you can improve reaction times
- Improves reliability and accuracy of reporting by leveraging a central data repository
- Provides a real-time, comprehensive view of portfolio risk exposures