SAS® BookRunner® Advanced Analytics

Accurately model and assess market and credit risk in a company-specific framework

Use advanced modeling functions to measure and monitor risk metrics associated with physical or financial energy assets and contracts – value-at-risk, cash-flow-at-risk, potential future exposure – and run risk-factor sensitivity, predeal what-if trade analytics and portfolio stress testing.

Benefits

Measure and monitor risk metrics at the portfolio level.

Get an accurate and timely measure of your firm’s exposures by measuring and monitoring risk metrics at the portfolio level. This has become essential in today's marketplace, as boards and senior management continually demand portfolio-based decision making surrounding hedging and asset optimization.

Take advantage of an industry-leading simulation engine.

Advanced modeling and a state-of-the art simulation engine enable you to anticipate the affect of business decisions on potential future exposures in support of risk management best practices.

Features

  • Market risk analysis.
  • Settlement analysis.
  • Credit analysis.
  • Interface for creating analytics that can be surfaced in SAS BookRunner Commodity Capture.
  • Middle-tier services and validation.
  • SAS BookRunner data model.
  • Risk reporting repository.
  • Options calculator.

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