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The module ET3000RM gives the user the possibility to recognize different risks in a portfolio, to evaluate them and thus to optimize the resulting behavior. Strategies for decreasing the risk position in the observed portfolio can be tested and flexible evaluated for its effects on the portfolio.
The base package of ET3000 contains a Mark to Market-analysis which forms, together with the display of open positions and cash value calculation, the bottom of the Risk Management software which has been develloped together with the customers of the Delta Energy Solution AG.
Exactly this is the advantage of the application: It has been developed together with the customers and so it is perfect for their daily trading and their practical needs.
ET3000RM offers standard evaluation methodes, as the Value-at-Risk (VaR) and for the energy producers even more import and simulation based Profit-at-Risk (PaR). The target of the VaR analisis is to quantify possible changes in the value of a portfolio on the basis of market changes.
The Profit at Risk is a risk number which displays the profitability of the examined portfolio on the bases of a market simulation. Regarded is the physical delivery period of the different portfolio components and the profit development in the analysed period measured on the spot price scenarios.
The new module ET3000RM makes the final connection between front, middle and back office possible. This enables traders to operate within risk parameters which protect the company and also maximize trading profits.
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