We have developed leading risk management principles, practices, and models, as well as provided our clients with pertinent advice and tools necessary to adopt this system of knowledge.
We work closely with our clients to enhance their ability to measure risk, manage it and report on it.
- Forecasting key variables impacting the bottom line, using carefully adapted mathematical models, with a combination of statistical and fundamental approaches
- Simulation of supply, demand, prices and risk factors using appropriate models that capture the dynamics of the underlying risk, and implemented in a variety of platforms to facilitate integration with your IT systems
- Optimization of scheduling, operations, cost and other key processes using state-of-the-art, fast algorithms, that are commensurate with the complexity of your needs
- Valuation of financial instruments (derivatives) and complex energy deals with embedded optionality (gas swing, storage, power tolling, VPP)
- Decision-making under uncertainty models such as stochastic dynamic programming, multi-stage linear programming, least-square Monte Carlo that implement dynamic hedging methods to protect value creation from market instability
- “Big Data” analytics utilizing smart algorithms to uncover hidden patterns and to draw valuable information and insights, thereby increasing your business intelligence
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