Risk management requires swift tracking
of trading books and market movement for impacts
on equity value and tight monitoring of
trading floor activities.
To complement risk managers’ use of Xenon’s scenario and stress testing
capacities Sakonnet has integrated into it FEA’s VaR engine,
VaRWorks®, which generates analytic VaR results as well as Monte
Carlo and historical simulations.
Risk managers can also take advantage
of Xenon’s intra day and end of day reporting capabilities,
enabling them to check, reconcile and understand risks within each
portfolio. The reports can be broken down by commodity or trader
to track sources of risk/return generation for the enterprise.
also has a permissioning module which manages
the functions that each user can access. These permissions
can only be changed by the clients’ designated system administrator.
Finally, to assist risk managers with credit exposures, Sakonnet
has integrated with the ROME Energy application which records counterparty
agreements and collateral positions, and assists managing credit
- Advanced stress test and scenario analysis modules
- Complete VaR engine
- Trader/Unit performance measurement tools
- Permissioning module
- Advanced credit risk analytics and tools