KYOS offers very complete software for measuring energy and commodity risks. The risk analytics include Value-at-Risk, Cashflow-at-Risk and Earnings-at-Risk. Furthermore, all models capture the full details of contracts and assets in energy and commodity markets.
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.Read more ›
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.Read more ›