Portfolio & Risk Management


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Report VaR, CFaR/GMaR, Net-Position-at-Risk (NPaR), and MtM for physical assets, financial contracts, and hybrid portfolios.

Managing complex energy portfolios amid today’s extreme market uncertainty requires a robust data-driven approach. From retail to wholesale, renewables to thermal generation, standard contracts to bespoke structured transactions, cQuant has a suite of models that captures your portfolio’s unique components and allows you to better manage both net position and risk.

CFaR/GMaR, NPaR attribute tracking, VaR, and MtM at the monthly and annual levels for portfolios of physical and financial assets.

Efficient scenario development and testing for asset- or portfolio-level impact assessment.

Quantification of hedge effectiveness, risk reduction value, and net position impact.

Managing uncertainty amid today’s energy markets is more challenging than ever before. Asset classes are diverse, generation can be intermittent/non-dispatchable, contracts are complex, and regulations are constantly in flux. To understand the portfolio effects of uncertainty in future market outcomes, a robust simulation framework must holistically treat all the risk factors within the portfolio at hand. cQuant provides a comprehensive set of analytical modules to treat all components of value and risk within your portfolio, delivering the specificity of a customized analytical solution within a flexible and easy-to-use software-as-a-service platform.

cQuant’s portfolio and risk management solution allows portfolio managers to focus on when and where the most-likely down-side events will occur and to take steps to mitigate risk through hedging or other active portfolio adjustments. The comprehensive simulation-based approach provides an integrated view of market risk and volumetric net position across a broad range of attributes for complex portfolios of physical assets and financial contracts.

From VaR and MtM reporting to comprehensive CFaR/GMaR/NPaR analysis, cQuant.io’s portfolio and risk management solution provides the tools and insight necessary to make better procurement decisions today and protect your organization from the uncertainty of tomorrow.

Use cases

Portfolio Cash Flow Reporting/Scenario Analysis

Understand expected future cash flow and uncertainty related to market prices and physical operations.

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Use cases

Value-at-Risk (VaR) Reporting

Report value-at-risk (VaR), mark-to-market (MtM), and Greeks for a portfolio of financial contracts.

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