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Service
BSRA Credentials

Hedging strategy design, execution and review

​Analysis and recommendations for fuel hedging strategy in the context of corporate business strategy and risk and hedging policy limits. Analysis of alternative instruments using key risk indicators for market, credit and other risks. 

Market, Credit, Collateral and Liquidity Risk Management

 

Risk management, hedging and derivatives training
BSRA has extensive experience with methodologies and metrics to measure market, credit, collateral and liquidity risk measures such as VaR, PFE, Collateral at Risk, etc. We were also instrumental in the development and support of the VaR engine of FEA from its inception.

We have designed and conducted over 100 workshops on energy and commodity derivatives markets, hedging, trading, and risk management for a wide range of audiences and skill levels .

Valuation and Risk Model Review and Analysis




We have extensive experience developing and testing derivatives pricing and risk models. Our services include a comprehensive model review including calibration routines, algorithms, as well as the code implementation. We can also benchmark the reasonableness of the results and provide feedback on the applicability of the model to the specific business context.
Forward Curve Building
BSRA has extensive experience building and shaping forward curves for Natural Gas, Power, Oil and other energy and commodity markets. We were the front-line developers of the analytic engine for Platts M2M Natural Gas and Power Forward Curves from 2007 until 2009

Risk policy, metrics and control review

Analysis of risk policy, metrics and overall control framework for basis risk management of petroleum products. Review of risk model design and implementation, including recommendations for improvements.

Enterprise Risk Management Dashboard


We have assisted clients design ERM projects and create key risk indicators (KRIs) dashboard for reporting developments on identified materials risks
LNG Portfolio Optimization
BSRA has applied its quantitative modelling expertise to assist LNG trading firms to optimize the optionality in long term contracts and operational decisions

Physical Asset and Long Term Contract Valuation​
We have worked with leading energy firms in valuing and hedging physical assets and long term contracts. We were actively involved in the design, development and support of FEA’s @ENERGY suite of products