Energy Trading and Risk Management
Critical to a company’s success is how it adapts its trading system to new business challenges in terms of efficiency and functionality.
In a rapidly changing energy market, a smart and flexible trading system is a prerequisite. The EU push to foster harmonisation with member countries is driving greater trading volumes while increasing both complexity and risk. This means that trading systems must be integrated with real time risk management strategies to support decisions.
With a deep expertise in the area of risk strategies and modelling, as well as 20 years’ experience in Europe’s most deregulated markets, Brady is uniquely qualified to help companies adjust to emerging demands and maximise their trading opportunities.
Brady’s Energy Trading and Risk Management solution allows real-time pricing of a wide range of linear and non-linear instruments by using arbitrage free forward curves, volatility surfaces and index formulae. It facilitates quick evaluation of business opportunities in the complex international energy markets.
For risk managers
The risk measurement engine uses the advanced analytical methods of modern financial theory to produce more accurate reports. Its sophisticated risk models include simulation-based (Monte Carlo) VaR/CFaR with optionality handling and real-time parametric VaR. With multi-commodity and multi-market risk reporting, this provides a consistent and consolidated exposure view.
For portfolio managers
Brady’s Energy Trading and Risk Management solution supports personalised reporting views using deal filters. It features a report independent portfolio structure and an extensive range of standard reports, including P&L, cashflow and mark-to-market. Its ease of use makes complex energy portfolios transparent in terms of structure, performance and risk exposure.
Brady covers the following asset classes: power, electricity, gas, emissions, renewables, LNG, LPG
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