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Using Historical Data for Better Risk Management

You can’t afford inaccurate valuations in your energy portfolio. That’s why OATI webCTRM includes a comprehensive market and credit risk solution for assessing, hedging, and modeling risk. Based on a two-factor price mean reverting formula, OATI webCTRM’s risk management functionality was designed specifically for the energy trading market. OATI webCTRM manages and measures various risk types, including market risk, credit risk, and enterprise-wide risk. At the core of the solution is a risk-management value chain that combines deal capture, processing, and management to deliver results for customers.

OATI webCTRM’s risk management module also provides straight-through processing capability and “what-if” scenarios to optimize trading strategies.

The system includes a limit structure that can be tailored to reflect an organization’s risk tolerance and is accompanied by a tracking system. Additionally, the risk reporting provides transparency and disclosure of operations with their associated risks to the organization’s stakeholders.

To help customers make better decisions, OATI webCTRM’s mark-to-market valuations are calculated based on actual market quotes, rather than historical data. Moreover, the forward curve builder tracks and reports risk metrics based on market pricing and user defined time-buckets, so you can be confident that your knowledge is truly market based.