Risk Manager
Risk managers must determine optimal risk profiles and protect profitability within established risk tolerances. For this, you need clearer vision. Deeper understanding. More accurate predictive capabilities and easer-to-use analytical tools — backed by real-time market data, advanced simulations and decision support.
Only Allegro delivers with a unique “forward focus” decision support environment that goes far beyond deal capture and backward-looking historical views to help you predict trends, events and prices with greatest accuracy.
Allegro supports energy hedging and transaction risk management throughout the decision process, from evaluating a deal to committing to a disposition. Everything’s streamlined in integrated, interactive tools and displays tailored to your unique requirements.
- Fully integrated views, from deal level to multiple
portfolios and total enterprise exposures, made easily understandable with
graphics-based tools and displays.
- Automated tools to view current positions, quantities
and values; determine all possible decisions that contribute to optimizing
the transaction; and calculate the relative and absolute value of each
decision.
- Advanced analytics to readily determine Value
at Risk (VaR), Credit Value at Risk (CVar), explore sensitivities, and perform complex simulations to
discover optimal strategies under various price and event scenarios.
- Simulations that give you outcomes ranked by value
for optimal decision support and rapid execution — critical to assessing
risks and opportunities in complex markets under varying conditions and
constraints.
- Live streaming market data plus seamless access
to real-time pricing services and other dynamic resources.
- Dynamic 3D graphics, enabling an intuitive grasp of minute-by-minute energy trading activity against positions and potential dispositions within the context of an entire portfolio.
Learn more about the Allegro Difference and Allegro Risk Management application modules.
