Risk Management with AtRisk- now in KYOS Analytics

6 May 2015

Risk management made easy!

The KYOS team is proud to announce the new release of its KYOS Analytical Platform for energy market players. Among the new functions is an improved risk management function, supporting both Value-at-Risk and Earnings/Cashflow-at-Risk.

New AtRisk model

The VaR function provides an easy tool to quantify the potential losses in market value of the portfolio. In comparison, the EaR and CfaR tools quantify the distributions of future earnings or cashflows. They also take spot price risk and volumetric risk into account. Monte Carlo simulations form the basis of the EaR and CfaR. VaR on the other hand uses an analytical approach with volatilities and correlations.

A new development in the pipeline is a hedge/portfolio optimizer. Based on the existing positions and exposures, the tool finds the best market trades which minimize the exposure (VaR) at minimum transaction costs.

Read more about energy risk management here. Or for more information about the risk management and reporting functions in the KYOS Analytical Platform, please conact us on info@kyos.com or use this form.

Contact KYOS

KYOS
Nieuwe Gracht 49
2011 ND Haarlem
The Netherlands

E-mail: info@kyos.com
Tel: +31 (0)23 551 02 21

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