energycredit Analytics supports fully user-configurable future price scenario generation.
The user can choose to generate price, interest rate, and currency exchange rate scenarios using user-defined Monte Carlo simulations based on historical data, price patterns and trends.
Users can specify parameters such as correlation coefficients and volatility for the models.
Users can also apply uniform price shifts and customised price shifts (in order to meet the S&P liquidity adequacy test).
The user also has the option to bypass the scenario generator altogether and, instead, use their own scenarios generated through their own simulations.
energycredit Analytics provides a user-friendly interface to integrate the client generated price scenarios with our deal types.