Consulting & Projects

KYOS has years of experience in quantitative modelling and advisory services in energy markets. When modelling, a strong theoretical background is combined with practical solutions to solve day-to-day problems.

Reference projects include:

• Implement VaR engines

  KYOS implemented various VaR models within trading organizations. For off-spec products (e.g. location, time and quality spreads), customized solutions were implemented

• Optimize electricity purchase strategies

  KYOS analysed the possible consequences of various power purchasing strategies. Based on the risk appetite of the customer the optimal sourcing strategy was identified.

• Credit risk – apply credit charges

  KYOS made a model which translates the credit risk per counterparty in a credit charge

• Credit risk – potential future exposure

  Based on Monte Carlo price simulations, KYOS calculates the potential future exposure per counterparty

• Policies: risk management & credit risk

  Based on best practices, KYOS made policies for applying risk management and credit risk management in a commodity trading organization

• Transfer pricing

  KYOS advised on setting up a book structure for a power generator, including methodologies for transfer pricing

Commodity Trade & Risk Management System | Hourly power forward curve | Realistic price simulations | Option valuation | Value-at-Risk | Risk Management Consulting | Risk Management Training Courses | Publications Risk Management