RiskWorkz
– Risk Analytics and Reporting
| RiskWorkz can analyze
risks and generate management reports.
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VaR, CVaR, EaR, CfaR |
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Hedge effective calculation |
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Efficient frontier analysis |
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What-if scenario analysis |
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Etc… |
Risk and earnings assessment
RiskWorkz can estimate a portfolio’s earnings volatility,
loss probabilities, expected values, earnings at risk,
volumetric risk, and other risk measures – all derived
from a detailed physical model of asset behavior.
What
is the distribution of earnings that I can expect from
my generation and/or delivery portfolio during a particular
timeframe?
How much volume risk is associated with my delivery contracts?
What is the probability of a loss?
How sensitive is my portfolio to changes in energy or
fuel prices?
What is the probability that I will have to curtail load
or purchase additional energy in the spot market?
Risk and earnings management
RiskWorkz can recommend hedges and adjustments to a portfolio
to improve the risk-return characteristics according to
the user’s risk preferences.
How
should I allocate my generation capacity to bilateral
contracts, and how much should I expose to the spot market?
What kind of hedge do I need to keep volume risk within
target limits?
What hedging instruments should I add to my portfolio
to reduce the variability of returns?
Should I sell a call option or cap against some of my
generation capacity?
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