Our team of former and current industry executives and risk management professionals have deep expertise in deal structuring, developing trading strategies, managing and optimizing price risk, volume uncertainty and flexibility.
Our key services include:
Commercial Strategy
- development of a trading business unit;
- market analysis;
- sourcing & procurement strategy;
- access to tradable physical coal;
- transaction negotiation;
- deal structuring.
Risk Management
- risk Governance, Policy and Controls;
- risk analytics and quantitative modeling;
- VaR/EaR/CFaR/MVaR;
- market risk optimization, hedging/delta hedging;
- pricing of structured products and flexibility;
- methodology for counterparty assessment, - default probability calculation;
- development of Risk Limit Framework.
Operating Model
- design of the deal life cycle;
- development of the internal Policies, Procedures;
- development of the Target Operating Model;
- ETRM system selection;
- design of operational risk controls and processes optimization.