Products
RiskCube – Analytics
- The multi-dimensional RiskCube is extended to manage analytical simulations for market and credit risk for the energy market.
- The Risk Cube provides a Value at Risk aggregation engine for Monte Carlo simulations. Billions of simulated forward price curves can be used to revalue the portfolio across various distributions to obtain a flexible VaR, CVaR and Potential Future Exposure. For PFE all netting contracts are considered.
- RiskCube aggregates the trade data along with simulated price curves to generate VaR, CVaR and PFE based on confidence level and probability distributions.
- The high performance product has the capability to handle billions of data points and offers the users full slice and dice capability through easy-to-use Excel and WEB based RiskCube navigator.
- The product captures trades and forward price curves data through standard interfaces from any platform.
- The scalable solution brings immediate business benefits to any operation, large or small.
