SE:Risk management provides comprehensive support for the identification and monitoring of risks and opportunities at all levels of your portfolio. Using the integrated calculated price forward curve (PFC) allows the mark-to-market valuation for both individual transactions and open positions within a portfolio to be determined. Using value-at-risk calculations (long-term trading) and profit-at-risk calculations (spot trading), risks and opportunities determined within a portfolio can be detected and reduced to a minimum by the conclusion of proposed deals.
In order to retain an overview of counterparty default risks, SE:Risk management calculates the risk involving loss on receivables and the replacement or re-sale risk for trading partners. All key characteristics are stored as historicized portfolio data and can be reported at any time over the period. By monitoring limits, notification of actual or imminent violations can be provided.