Risk Management

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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Contact Us

Telephone: +49 (0)511 6101890

Kriegerstr. 1E
30161 Hannover

em-vertrieb@psi.de

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