SAS Risk Dimensions helps organizations accurately model and assess market and credit risk in a company-specific framework. Advanced modeling functions allow any type of firm to measure and monitor risk metrics associated with physical or financial energy assets and contracts – such as Value-at-Risk, Cash-Flow-at-Risk and Potential Future Exposure – and run risk factor sensitivity, pre-deal “what if “ trade analytics and portfolio stress-testing. Its simulation engine is unsurpassed in the market.

 

SAS BookRunner v12 Commodity Capture and SAS BookRunner v12 Analytics Workbench solutions complement SAS RiskDimensions by providing a strong front-office transaction management and deal capture solution that allows for the proactive management of the market, credit and volumetric risks associated with portfolios of physical and financial contracts, assets and commitments.

 

SAS Risk Dimensions offers:
Mark-to-Market Profit / Loss Curves & Surfaces Delta Normal VaR Historical Simulation VaR Monte Carlo VaR	Current Exposure Potential Future Exposure Scenario Analysis Sensitivity Analysis (including Greeks) Integration with other ETRM product suites