Price forward curves (PFC) play an important role in the procedures and parameters for risk assessment. PSImarket provides extensive support for this. In the framework of mark-to-market, every transaction is evaluated in comparison to the market or a user-defined, contract-specific price curve. The value-at-risk is also calculated with a number of procedures.
A comprehensive and highly flexible limit system has been implemented in risk controlling. It serves to define, allocate and monitor limits for physical and financial limits for the trading activity and the trading partner.The system supports both the "for-eyes" principle as well as transaction confirmation for deals above a defined financial volume. Additional functions are available effectively control the risk.