SAS® Risk Dimensions provides a full range of advanced modeling techniques to accurately measure and monitor risk factors associated with energy assets and contracts. Our flexible risk solutions enable any type of firm to accurately model and assess market and credit risk in a framework unique to the organization.
RiskAdvisory software complements SAS® Risk Dimensions by providing a strong front-office transaction management and deal capture solution. You'll be able to proactively manage the financial, credit and volumetric risks associated with portfolios of physical and financial contracts, assets and commitments.
SAS® Risk Dimensions suite includes:
- Mark to Market
- Scenario Analysis
- Profit/Loss Curves & Surfaces
- Sensitivity Analysis (including Greeks)
- Delta Normal VaR
- Historical Simulation VaR
- Monte Carlo VaR
- Current Exposure
- Potential Exposure