Any trading activity presents a certain risk, which, as a result of price volatility, can be enormous. The methods and procedures implemented for the assessment and control of risk in PSImarket effectively support the minimisation of risk in trading activities.
Benefits
Minimization of risk
Assessment and control of risk
Valuation of options
Evaluation of open positions
Sensitivity analysis
Determination of credit risk
Components
Basic Risk Management
In the framework of mark-to-market, every transaction is evaluated in comparison to the market or a user-defined, contract-specific price curve
Value-at-risk is calculated with a number of procedures
Evaluation of Options
Valuation by option type-dependent standard methods such as Black-Scholes
Valuation of swing options
Risk Controlling
Comprehensive and highly flexible limit system
Definition, allocation and monitoring of limits for physical and financial limits for the trading activity and the trading partner
Support of "for-eyes-principle"
Other implemented standard functions
Evaluation of open positions
Sensitivity analysis
Determination of current exposure
Determination of future exposure
Image Brochure
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