Portfolio Management Platforms

Trade/Asset Manager:

• Flexible energy asset and product bookings are allowed reflecting market specifics
• Main Trade information with detail sides
• PPA with multiple fuels, lagging, shifting
• Swap, Option, Spread Option, Basket Option
• Forex exposure, LNG complication
• Flexible TOU, calendar and fee structure

Curve Server:

• Most flexible way of integrating multi-sourced curve data with structured feeder to PMP
• Flexible data collection through Energy Cognito’s engineered Python module Centralized feeder system to PMP
• Excel Add-In based user data uploader 
• Serving for volatility/correlation/profile  

Pricing Module:

• Integrated pricing module for seamless analytics and reporting
• Standard closed form based & Simulation dispatch based
• On-demand pricing analysis with potential deal entry
• Seamless MTM report in PMP main screen
• Greeks calculations  

Risk Analysis:

• Proven risk analysis module through multiple projects with global portfolio asset management companies
• VaR measure with full Monte Carlo analysis
• EWMA volatility model & Term volatility
• Vol/Corr month bucket mapping structure Optional RiskSimModule for CFaR/GMaR

Report Server:

• Standard and on-demand reports provided by integrated analytics
• Position, P&L, Exposure, MTM reports 
• Can schedule customized detail reports as CSV or other data repository format Dashboard framework can be applied with various customized widgets

Integration with Customer Environment:

• Energy Cognito team is dedicated for meeting Customer’s business/IT requirements
• Extensible and reusable C# libraries for pricing, valuation, risk analysis
• API service through application servers will allow most flexible ways of developing UI integration