Risk Aggregation
Mitigate risk in volatile markets
By delivering a comprehensive energy risk framework with energy commodity risk aggregation and analytics (ECRAA), SAS can help you gain greater confidence in your internal data and a better understanding of the risks you face. SAS delivers domain expertise and solutions for utility and energy companies that can soften the potential impact of the next worldwide credit crunch, liquidity squeeze or other unforeseen risk event. To learn more about how ECRRA can help your business, visit RiskAdvisory.
" Over the past 12 months, a number of factors have continued to influence the ETRM platform market, [including] the need for deeper, more responsive risk management capabilities and a holistic view of risk across the enterprise."
— Magic Quadrant for Energy Trading and Risk Management Platforms
Keith Harrison and David Furlonger, Gartner Inc., March 24, 2010
How SAS® Can Help
Your company needs a holistic view of the risks it is incurring, plus the ability to uncover opportunities for greater profits and minimization of loss. We approach the problem of limited risk visibility by applying ECRAA to help you:
- Gain accurate information about trading opportunities and risk by effectively integrating both internal and external data sources from dispersed and diverse operations to improve netted risk assessment.
- Develop better processes for agreeing on the meaning of information and proper trading responses by accurately modeling and assessing market, credit and operational risks in a framework that considers your unique corporate attributes.
- Uncover previously misunderstood, untapped or hidden trading opportunities using analytics to model and assess holistic risk, thus bringing profitable opportunities to the fore and enabling action when aggregated risks are understood.
- Manage multicommodity portfolios of any size or complexity by using market and credit risk analytics to monitor overall exposure and an array of reporting options to deliver valuable information to decision makers.
- Keep pace with market movements by collecting, managing, tracking and reporting data about operational loss events, key risk indicators, risk-assessment maps and control-assessment scores.
How SAS® Is Different
SAS combines sophisticated commodity capture and seamless, multisystem data integration with world-class modeling capabilities to enable accurate position management, easy model building and comprehensive scenario analysis. With SAS, you get:
- Superior data management capabilities that ease access to standard, trusted data regardless of computing platform or location, and transport data automatically and seamlessly between a centralized data store and any external data source.
- Advanced modeling functions that let you measure and monitor risk metrics associated with physical or financial energy assets and contracts – e.g., value at risk (VaR), cash flow at risk (CFaR) and potential future exposure (PFE) – and run risk factor sensitivity, pre-deal what-if trade analytics and portfolio stress testing with a market-leading simulation engine.
- Capture excellence with a complete solution for deal capture (any energy commodity, transaction and trading in any region) and physical and financial position reporting.
- Award-winning business analytics and reporting capabilities that help you get the most out of your utility data.
Related Products and Solutions
RiskAdvisory, a division of SAS
RiskAdvisory, a division of SAS, provides commodity trading and risk management (CTRM) solutions and business intelligence tools that enable organizations to proactively capture, analyze and simulate market and credit risks in volatile energy and commodity markets. Our innovative energy commodity risk aggregation and analysis (ECRAA) approach blends world-class risk analytics, modeling and reporting capabilities in an integrated framework, offering a holistic portfolio-wide view that enhances risk management and strategic decision-making.
SAS® BookRunner®
SAS BookRunner provides organizations with the ability to proactively capture, analyze and simulate market and credit risks associated with energy commodity price volatility. Through an integrated energy trading and risk management (ETRM) framework, SAS BookRunner delivers a portfolio-level view to measure, manage and control energy risk. This front-to-back-office solution includes deal capture, data integration, advanced predictive analytics, compliance reporting and a full suite of sophisticated risk modeling tools.
Data Integration
SAS Data Integration forms the solid data foundation needed to support your enterprise information needs. It provides capabilities for enterprise data access and processing across systems and platforms; integrated data quality, which is critical to producing accurate, consistent information; and an interactive, visual data integration development environment that enables collaboration and easy reusability, all with a single point of IT administration.
SAS® Business Intelligence
SAS Business Intelligence gives you the information when you need it, in the format you need. By integrating data from across your enterprise and delivering self-service reporting and analysis, IT spends less time responding to requests and business users spend less time looking for information. SAS Business Intelligence also offers an integrated, robust and flexible presentation layer for the full breadth of SAS Analytics capabilities, including statistics, predictive analytics, data and text mining, forecasting, and optimization – all integrated within the business context for better, faster decision making.
Ready to learn more?
Call us at 1-800-727-0025 (US and Canada) or request more information.
