With increased global uncertainty and a widening range of risk management instruments, it’s more important than ever to have clear visibility on market exposure, and to optimise any opportunities.
Avoiding the surging cost of balancing has become a key issue in the power market, and the move to clean energy has intensified the challenge of variable supply which needs to be carefully tracked and hedged.
Real time reporting
See live, intra-day valuation, P&L, position, greeks and VaR
Extensive coverage
Futures, forwards, swaps, forward options, spark spread options (clean and dirty), swing options and more
Full drill down
Specify arbitrary load profiles, and see real time hourly view of exposure and balances
Curve building
Construct curves using layered shaping profiles over multiple timescales
Gas storage modelling
Comprehensive modelling for valuing, optimising and hedging virtual and physical gas storage
Stress testing
Optimise injections and withdrawals for gas storage
"Topaz added a custom gas storage model to their platform for us, to a tight deadline. They deliver - and the system is intuitive and easy to use"
Lionel Greene
Derivatives Trader And Quantitative Analytics Manager
