SATURN for Risk Management
Transform your risk management with cutting-edge modern technology
and enable advanced solutions, dynamic hedging, and effective risk management.
Elevate Risk
Management
Elevate
Margins
Smarter Risk Management with
SATURN Advanced Risk Management Solutions
SATURN Retail Management solutions empower load-serving entities, utilities, and aggregators to effectively manage customer portfolios, optimize pricing, and align supply with demand. The data-driven platform supports load aggregation analysis, segmentation, rate structuring, costing and pricing, competitor analysis, headroom analysis, migration analysis, and integrated risk and margin workflows.
Noteworthy
Unrivalled Risk Metrics
Advanced stochastic simulators offer unrivalled risk metrics not available through legacy risk management software solutions.
Effective Risk Management
Simulation-based metrics capture inter-commodity relationships and detailed market risks enabling effective risk management.
Dynamic Hedging
Rigorous risk management solutions empower unmatched dynamic hedging and portfolio management across all segments and tenors.
Reimagine
Risk Assessment
New risks new metrics. Beyond VaR. Advanced measures for complex risks.
Dynamic Risk Assessment
Enable daily risk assessment updates that capture the impacts of latest developments in volatile markets – across all segments and all tenors.
Reinvent
Risk Metrics
Cross-commodity risks. Cross-tenor risks. Cross-segment risks.
Real-Time Risk Intelligence
Empower commercial operations, trading, and risk management teams with real-time risk metrics and stochastic forecasts and enable optimized decisions that maximize margins at lowest possible risks.
Rethink
Risk Management
Rigorous risk management. Cross-commodity integration. Unmatched solutions.
Complete Risk & Position Management
Enable integrated end-to-end solutions, data management, product design and pricing, rate design and structuring, competitor and headroom analysis, and position, margin, and risk management.
The SATURN Advantage
Why Choose SATURN
Discover how SATURN addresses the fundamental challenges facing energy and commodity companies today.
Risk Management Challenges
Low-end stochastics. Limited metrics.
Basic simulations. Counterintuitive scenarios.
Burdensome input. Basic stochastic processes.
No inter-commodity risks. No inter-month risks.
Novice volatility risks. Scanty Inter/Intra-day risks.
Basic simulation control. Limited raw correlations.
SATURN
Advanced stochastics. Extensive metrics.
Optimized simulations. Logical scenarios.
Built-in parameterization. Advanced processes.
Inter-commodity risks. Inter-months risks.
Volatility-Term structure risks. Daily/Hourly risks.
Extensive vetting. Detailed cleaned correlations.
Legacy Software Challenges
Onerous workflows. Protracted processing.
Basic reporting. Limited configurability.
Awkward user interface. Dated layouts.
Long user onboarding. Difficult navigation.
Slow issue resolution. Novice support.
Too many bugs. Slow bug-fixing.
SATURN
Automated workflows. Automated processing.
Extensive reporting. Boundless configurability.
Intuitive user interface. Modern layouts.
Fast onboarding. Intuitive integration.
Same-day support. Subject Matter Expert support.
Zero-bug policy. Same-day resolution.
Explore Our Platform
Discover the Full Spectrum
of SATURN Capabilities
SATURN Risk Management uses advanced stochastic simulation and provides advanced risk metrics that enable effective risk management and dynamic decision making with confidence – all seamlessly integrated in one platform.
SATURN rigorous simulators capture inter-commodity, inter-month, and inter-day relationships and generate highly accurate scenarios – enabling reliable forecasts and decision-making with confidence.
- Monte Carlo Simulation
- Parameterization
- Multivariate Correlations
- Correlations Cleaning
- Latin Hypercube Sampling
- Geometric Brownian Motion
- Mean-Reverting (MR)
- Auto-Regressive (AR)
- Jump Diffusion (JD)
- Variance Reduction Techniques
- Principal Component Analysis
- Other
SATURN stochastic simulations help identify, analyze, assess, mitigate, manage, and report risks across all segments, commodities, and markets enabling an unmatched integrated perspective.
- Forward and Spot Risks
- Basis and Spread Risks
- Volatility Risks
- Correlation Risks
- Generation Risks
- Trade Risks
- Credit Ratings and Outlooks
- Counterparty POD, LGD, EL
- Collateral Management
- Current Exposure
- Potential Future Exposure
- Other
SATURN delivers unparalleled high-quality stochastic simulation-based risk measures along with advanced implementations of Nobel laureate Black-Scholes financial engineering models and risk metrics.
- Attribution Analysis
- Sensitivity Analysis
- Regression Analysis
- Percentiles
- Confidence Intervals
- Distribution Shape
- Distribution Metrics
- Mark to Market (MTM)
- Value at Risk (VaR)
- Greeks
- Hedging
- Other
SATURN offers extensive BI capabilities that and empower users to make data-driven informed decisions and improve performance with unprecedented speed – on demand – in minutes.
- Advanced Analytics
- Superior Data Quality
- Seamless Integration
- Real-Time Intelligence
- Proactive Monitoring
- Enterprise-Grade Security
- Interactive Visualizations
- Personalized Customization
- Collaborative Intelligence
- Boundless Extensibility
- Unlimited Scalability
- Automated Reporting
SATURN offers built-in modern reporting and visualization tools seamlessly integrated with all applications empowering users to quickly prepare reports and presentations.
- Configurable Reports & Charts
- Aggregation & Filtering
- Statistical Analysis
- Documents Management
- Workflows Automation
- Emails & Notifications
- Configurable Templates
- Quick Uploads & Downloads
- Personalized Defaults
- Configurable Dashboards
- Configurable Heat Maps
- PDF & MS Office Integration
SATURN offers modern technologies empowering high security, data integrity, easy access, hardware management, high availability, efficient scalability, easy extensibility, and cross-device compatibility.
- Physical & Virtual Servers
- Shared & Dedicated Servers
- Optimized Grid-Computing
- Hardware Load Management
- High Performance Computing
- Enterprise Security
- Authentication Management
- Authorization Management
- Multi-Threaded Parallelization
- Seamless Extensibility
- Continuous Monitoring
- Cross-Device Compatibility
SATURN offers unparalleled markets parameterization, a critical functionality for rigorous stochastic simulation empowering accurate forecasting and effective risk management.
- Price & Vol Term Structure
- Price & Spread Min/Max
- Mean Reversion & Jumps
- Hourly Profiles & Volatility
- Pk/Off-Pk & Negative Prices
- Extreme Events & Vols
- Inter-Commodity/Inter-Month
- Correlations Cleaning
- Principal Component Analysis
- Variance Reduction
- Calibration Timeframe
- EWMA & Decay Factor
Notable Game-Changers
In 1973, economists Fischer Black and Myron Scholes published “The Pricing of Options and Corporate Liabilities,” a paper that laid the foundation for modern options trading.
The model provided a mathematical framework for determining the theoretical value of European-style options, influencing the development of options exchanges and risk management practices.
In 1997, Scholes and Merton received the Nobel Prize in Economics for their work. The model assumption of constant volatility proved to be a limiting factor in real-world volatile markets.
In 2008, Abacus announced a more accurate option valuation model that uses multivariate stochastic simulation and captures forward volatility term structure, inter-commodity correlations, and intra-month volatility.
Notable Game Changers
1973
Economists Fischer Black and Myron Scholes published “The Pricing of Options and Corporate Liabilities,” a paper that laid the foundation for modern options trading. The model provided a mathematical framework for determining the theoretical value of European-style options, influencing the development of options exchanges and risk management practices.
1997
Scholes and Merton received the Nobel Prize in Economics for their work. The model assumption of constant volatility proved to be a limiting factor in real-world volatile markets.
2006
Abacus announced a more accurate option valuation model that uses multivariate stochastic simulation and captures forward volatility term structure, inter-commodity correlations, and intra-month volatility.
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