Basic Risk
Exceedingly accurate financial exposure and market-to-market calculations for all transaction types ensure you keep your finger on the pulse of your business. Calculations take into account all aspects of complex pricing (e.g. formulas, tiered pricing, trigger pricing and tariff netback pricing etc), and take into account averaging indices that have entered their settlement period.
- Valuation and exposures calculated for all transaction types, including complex pricing and fees
- Risk management processes on underlying deals - no manipulation/modeling of deals to meet risk requirements
- Near real time exposures and valuation on deal entry
- Production month market-to-market and support for averaging indices that have entered their settlement period
- Physical and financial exposures
- Full forward curve, volatility and correlation generation (using historical forward curves)
- Ability to define and manage monthly differentials between forward curves
- Ability to define and manage monthly differentials between forward curves and traded indices, with overrides in the production month for indices that have settled
- MTM and cash-flows discounted to payment date
- Support for off-system deals to be loaded and included in the risk management reporting and calculations
