The risk landscape in the energy sector is challenged at an accelerated pace
Risk Data. Analytics. Advisory.
SigmaQ’s team uses proven, result-oriented approaches in Trading & Risk Management.
The unprecedented changes in the energy sector require companies to recognize the need for change or to become obsolete.
While the energy transition and renewable energy solutions drive strategic decisions, the risk landscape is challenged at an accelerated pace.
We work with energy trading companies on the following topics
1
Credit portfolio modelling
2
Wrong- and right-way risks
3
Derivative exposure modelling
4
Stochastic energy pricing model
Energy trading
Our full stochastic exposure modelling lets us analyse the credit exposure on any quantile to get a detailed understanding of expected exposured and PFE (potential future exposures) for example.
Our approach to contingent default modelling opens up the possibility to analyse the portfolio for wrong and right way risks.
> 4000 TWh
of volume traded in 2021 in the EU
+19%
Volume of power derivatives in the EU