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(403) 263-7475

Fax

(403) 263-2945

Email

RiskAdvisory@SAS.com

 

 

 
 
 

Emissions of CO2 and other greenhouse gases have become inseparable from energy production and industrial manufacturing. This new business reality is both a risk and an opportunity. Major emitters, from energy producers and refineries to utilities and manufacturers, must meet new and growing regulatory compliance requirements. But the advent of cap-and-trade markets also opens up a new revenue stream for many commodity-oriented entities, including those most constrained by regulatory scrutiny.

 

The good news is that emissions traders have access to the same commodity capture and modeling capabilities as traders who handle oil or gas, with emissions solutions that can be used as standalone, out-of-the-box tools or integrated into the larger portfolio management solution.

 

RiskAdvisory’s energy risk solutions, either as an integrated suite or operating as independent modules, have no limitation in modeling any commodity type that can be properly quantified and priced. SAS BookRunner solutions provide all the trade capture and reporting tools needed to remain competitive and compliant in this new arena. SAS BookRunner’s framework is particularly suited paper trading where there is no physical commodity exchanged, making it the ideal solution to manage CO2, SO2, and NOx emissions-related offsets and allowances positions.
 

Financial position exposure

Mark-to-Market including MtM stress testing

Option valuation including the “Greeks”

 Physical position exposure (monthly, daily, and hourly)

Value-at-Risk (VaR)

Counterparty credit threshold alerts

Current replacement value

Expected cash flow

 Potential future exposure

Confirmations and settlement

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SAS BookRunner®
Commodity Capture


SAS BookRunner®                   Analytics Workbench

SAS BookRunner®                 Advanced Analytics

SAS Risk Dimensions

SAS Operational Risk