The risk landscape in the energy sector is challenged at an accelerated pace
Accelerate change. With us.
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
Credit portfolio modelling
Wrong- and right-way risks
Derivative exposure modelling
Stochastic energy pricing model
Energy trading
Our full stochastic exposure modelling let s 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.
We have full implementations of contingent Merton-type credit portfolio models as part of SigmaQ s CreditSuite.
