The SettleCore – Risk Module includes powerful, highly configurable quantitative VaR calculations. It is used by companies that need to manage their forward effectiveness in physical, financial, and hedged positions.
Automate VaR calculations for valuing counterparty trades.
Enables credit and risk managers to set their own VaR parameters.
To enforce your company’s risk management policies, schedule a demo today.
Feature Overview
- The SettleCore – ETRM (Energy Trading and Risk Management) solution includes the Trade Capture Module, Position Management Module, the Credit Module, and the Risk Module.
- The Risk Module calculates Value-at-Risk (VaR).
- Value trades for all counterparties.
- View Results by Confidence level.
- Display incremental VaR results.
