Software – C/ETRM

Customize your own C/ETRM system, with advanced risk metrics and reporting tools. Bring together your physical commodity positions with financial contracts. This provides not only a complete picture of purchases and sales, but also of the financial risks you are exposed to.

CTRM: Portfolio & risk management

Does your company have a significant exposure to commodity prices? Then KYOS has a cost-effective solution for your daily management. The KYOS CTRM offers a detailed insight in your exposures, expected cash-flows, Mark-to-Market and more.

Cashflow / Earnings-at-Risk

The KYOS AtRisk model calculates both the Cashflow-at-Risk and Earnings-at-Risk. Both risk metrics show the distribution of future results over longer horizons, particularly with the idea to reveal the impact of adverse market movements. The model also shows which trades (hedges) should be executed to minimize the risk.

Value-at-Risk

The KYOS Value-at-Risk model computes the VaR on a portfolio of contracts and asset exposures in commodity markets. The VaR provides direct insight in potential portfolio losses. KYOS offers different methodologies: variance-covariance, Monte Carlo simulation and historical simulation.