KYOS offers specialized advise on trading and risk management in energy markets. Our expert team has years of experience in quantitative modelling and advisory services in commodity markets. Our sophisticated solutions are developed to support decision making, investment proposals and risk calculations. KYOS has a clear focus on the following areas: Products, Consulting and Training.
Visit www.kyos.com for more information about Kys energy consulting or this topic.Deutsch
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:
KYOS implemented various VaR models within trading organizations. For off-spec products (e.g. location, time and quality spreads), customized solutions were implemented
KYOS analysed the possible consequences of various power purchasing strategies. Based on the risk appetite of the customer the optimal sourcing strategy was identified.
KYOS made a model which translates the credit risk per counterparty in a credit charge
Based on Monte Carlo price simulations, KYOS calculates the potential future exposure per counterparty
Based on best practices, KYOS made policies for applying risk management and credit risk management in a commodity trading organization
KYOS advised on setting up a book structure for a power generator, including methodologies for transfer pricing