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
 

Resources

View/download PRYM brochure

View/download Risk Management in Carbon Markets brochure

View/download PRYM customized risk management training brochure

View/download IEEE PRYM technical paper




Product Demonstrations
To learn more and for an in-depth demonstration of PRYM, please contact us at:

Nexant, Inc.
3100 West Ray Road, Suite 230
Chandler, AZ 85226, USA
Tel: +1 480 345 7600
Fax: +1 480 345 7601
E-mail: energysolutions@nexant.com