PRYM® Portfolio Risk & Yield Management

PRYM® is an enterprise-wide decision-support tool that enables clients to maximize their return on investment in assets as diverse as generation units, wholesale power and fuel supply contracts, retail portfolios, weather derivatives, emissions and insurance instruments, and transportation and transmission contracts. PRYM also provides detailed asset valuation functionality, along with mid- and long-term generation outage planning.

PRYM features advanced analytics and extensive reporting capabilities, including:

• Structured Monte Carlo simulation of markets, weather, and loads
• Multivariate correlations across products and time
• Rigorous optimization of dispatch and contracts
• Spikes and jump diffusion
• Trends and drifts
• Profit and loss statements
• Mark-to-market accounting
• Positions, supply and demand reports
• VAR and earnings at risk
• Volumetric and financial risks
• Financial statements