Implement Integrated Enterprise Risk Management
Company
Large integrated energy company operating a diversified generation portfolio across PJM.
Challenge
Implement enterprise-wide risk management and seamlessly integrate a large fleet of generation units, hundreds of trades, multiple commodities, and retail loads.
SATURN
- Delivered cutting-edge stochastic simulation, rigorous generation modeling, and advanced trades valuation.
- Integrated generation optimization, trading management, retail load analysis, and risk management.
- Established integrated risk metrics and enabled enterprise risk management decisions with confidence.
Impact
- Replaced 3 legacy models and integrated forecasting across 4 departments into one platform.
- Enabled unprecedented stochastic simulation with unmatched speed and analytical rigor.
- Delivered key attribution metrics that facilitate effective hedging and risk management.