Leading Edge Risk Analytics

All our risk metrics are exceedingly accurate and take into account all aspects of complex pricing (e.g. formulas, tiered pricing, trigger pricing and tariff netback pricing etc), currency conversions and payment dates. A choice of Value at Risk models and custom scenario capabilities allow you to measure the risk associated with your business under a variety of market conditions.

Complete and detailed P&L explained and back-test capabilities provide daily explanations of the change in book value by risk factor (e.g. commodity prices, exchange rates, interest rates, new deals, deal edits etc.)