The Energy unit works
with Financial Institutions such as Banks with
sizeable Energy Portfolio, and also Commodity-based
non-financial operations, such as Pipeline Companies,
Gas and Power trading companies to provide services
in the following areas:
Energy
Trading and Risk Systems
We help companies select and implement Energy
trading and Risk Management systems.
Energy
Asset Modeling
We have considerable experience in Energy Asset
valuation and have dealt with complex pricing
issues of structured Gas and Power contracts,
including proprietary modeling in Swing and Full
requirements structures.
Energy
Risk Metrics
Assessment of the Risk Policy and adoption and
implementation of appropriate risk metrics ranging
from VaR of a simple trading portfolio to a more
complex CFaR and EaR framework to capture the
enterprise-wide risk.
Modeling
of Energy Credit Risk
Implementation of a Credit Risk management framework
to manage the counterparty risk and extension
of VaR to modeling PFE and PPE.
Energy
Procurement and Hedging Policy
Implementation of a comprehensive hedging program
to minimize your energy procurement costs and
to maximize revenues from your natural long short
positions in key commodity exposures.
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