SAS® BookRunner® Advanced Analytics
Accurately model and assess market and credit risk in a company-specific framework
SAS BookRunner Advanced Analytics helps organizations accurately model and assess market and credit risk in a company-specific framework. Advanced modeling functions allow firms to measure and monitor risk metrics associated with physical or financial energy assets and contracts, such as Value-at-Risk, Cash-Flow-at-Risk and Potential Future Exposure, and run risk-factor sensitivity, predeal what if trade analytics and portfolio stress testing.
Measure and monitor risk metrics.
SAS BookRunner Advanced Analytics helps organization accurately model and asses market and credit risk in a company-specific framework. Advanced modeling functions allow firms to measure and monitor risk metrics associated with physical or financial energy assets and contracts (Value-at-Risk, Earnings-at-Risk, Cash-Flow-at-Risk, and more) and run risk factor sensitivity and predeal what-if trade analytics. The benefits of being able to view the results of advanced analytics on the portfolio give executives an accurate and timely measure of their firm’s exposures. In the current marketplace, this is a requirement and boards and senior management are demanding for portfolio-based decision making surrounding hedging and asset optimization.
Provides a simulation engine that is unsurpassed in the market.
By using the modeling and state-of-the art simulation engine, executives are able to anticipate the affect of business decisions on potential future exposures in support of best risk management practices.
- Market risk analysis
- Settlement analysis
- Credit analysis
- Interface for creating analytics that can be surfaced inside of SAS® BookRunner® Commodity Capture.
- Middle-tier services and validation
- SAS BookRunner data model
- Risk reporting repository
- Options Calculator