Risk Management Software for Energy Trading (RMSW)

re should possess functionalities such as: •Monitoring of risk measures such as value-at-risk (VaR) and profit-at-risk •Backtesting the VaR •Producing reports •Modelling stress scenarios •Illustrating counterparty risks The full procurement object can be found in the tender documents.

Stand-alone standard software is sought, to be operated by the successful tenderer (software-as-a-service) to assist with energy trading by evaluating and analysing risks in the electricity market environment. The softwa