SAS® COMMODITY RISK ANALYTICS

Proactively capture, analyze and simulate market and credit risks associated with energy commodity price volatility.

Front-to-back-office risk management capabilities that enable deal capture, data integration, advanced risk simulation and compliance reporting.

Market & credit risk analysis

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

Commodity risk data model

Provides a normalized data structure for storing positions and prices, and enables centralized reporting for enterprisewide risk measurement.

Settlement analysis

Aggregates transactions for invoicing and confirms outflow payments. Also applies appropriate taxation fees and forecasts expected net cash flows.

Easy-to-use interface

Offers a user-friendly front end for analytics and reporting, accessible through any web browser.

Customizable risk portal

Provides a customizable browser-based interface that enables users to modify page layout and organize content in their personal workspaces to fit their needs.

Open pricing model library

Provides user-definable open pricing code that covers a broad range of instruments and is compatible with internal and third-party pricing libraries.

Measure, manage and monitor market and credit risks associated with energy and commodity price volatility through an integrated commodity trading and risk management (CTRM) solution. 

SAS Commodity Risk Analytics on desktop monitor

Centrally store all commodity trades and physical positions.

A robust data model for storing and aggregating data from disparate systems provides you with a single source for reporting and analytics. Data processing to support risk management, such as the disaggregation of positions to price hub and basis, is built in. SAS Commodity Risk Analytics' easy-to-use interface offers dynamic, rich-client functionality right in your web browser.

React to market events with fast, accurate risk and exposure measures.

Conduct complex analyses of very large portfolios using patent-pending techniques that deliver significant performance gains. Calculate risk measures with a variety of models. Complete risk aggregations. Assess market, liquidity and credit risk. Price and manage complex, intraday incremental exposures based on the full distribution of market states, and promptly recognize and address market shocks to take advantage of better arbitrage opportunities. Conduct rapid, on-demand scenario analyses. Produce what-if scenarios across multiple time horizons. Change parameters and rerun scenarios on demand to examine outcomes. And do all this in near-real time (intraday).

SAS Commodity Risk Analytics on desktop monitor
SAS Commodity Risk Analytics on desktop monitor

Easily create and distribute reports.

Empower problem solvers to deliver critical information in an easy-to-understand format. Business users can create ad hoc charts, graphs and reports through a web-based, point-and-click interface. This means you can disseminate critical information within minutes, not days or weeks.

Harness the power of SAS® Analytics.

SAS Commodity Risk Analytics takes full advantage of industry-leading SAS Analytics. Furthermore, the solution's interface enables you to consume other SAS analyses from within the application. With SAS Commodity Risk Analytics, you can go beyond managing risk to fully optimizing your portfolio.

SAS Commodity Risk Analytics on desktop monitor

Explore More on SAS® Commodity Risk Analytics and Beyond

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SOLUTION BRIEF

 

Find out how to aggregate risk data cross geographies and portfolios to enable better business decisions.   

 

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