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Trading and Risk Management: Proven expertise in risk management services for crude oil, refined products, gas, power and LNG markets worldwide. 

  • Derivatives, contract and physical asset valuation and reporting
  • Trading and risk management policies: Development and Independent Assessments
  • Market risk measurement and management: VaR, Stress tests, CFaR, EaR, risk limit structure, options limits
  • Credit risk measurement and management: PFE, Internal Rating systems, CVA, Default Probabilities, CDS
  • Independent valuation and analysis of energy structured products (e.g. knock-out swaps, target redemption forwards, double-up swaps, fade-in swaps, 2-way, 3-way and 4-way collars)
  • Risk-adjusted performance and pricing: RAROC, Market, Credit and Liquidity reserves
  • Enterprise Risk Management: Key Risk Indicators, Dashboards
  • Forward Curve development and validation for gas, power, LNG, oil markets

Energy Hedging, Trading and Optimization: Solutions to effectively manage and optimize asset, contract and derivatives exposures for energy producers, marketers, utilities, traders and end-users.

  • Hedging strategy design, analysis and execution
  • Optimization of asset portfolio (storage, transportation, generation, production) and long term contracts
  • Analysis of hedging alternatives and tradeoffs
  • Forensic analysis of trading strategies
  • Internal transfer pricing around asset-based trading and performance benchmarks

Representative Engagements: Sample services provided by BSRA

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