Risk management

In this module, PSImarket supports risk control and risk management tasks.

The system offers a complete set of tools for calculating various risk values which can be used to generate reports automatically.

The following risk values can be calculated:

• Open positions (physical and financial values)
• Mark-to-market
• Value-at-risk

• Variance-covariance-method
• Historical simulation

In addition the following methods are integrated:

• Sensitivity analysis
• Various assessment methods of open positions

This module also offers a comprehensive limit system with various physical and financial limit types. These limit values can be used to control and limit risks for business partners and traders as well as portfolio risks.