Energy Practice
Macro Enterprises is a leading provider of technological solutions and strategic consulting to companies operating within today's competitive energy markets.
Macro has the energy management expertise to develop your infrastructure allowing you to quantify your risk as an aid to policy formulation. A custom analytical application can be built specifically to your needs to help direct your trading strategies in order to meet these risk guidelines.
We provide strategic planning and related implementation services to help energy enterprises define goals, manage risks, meet financial expectations, manage regulatory challenges, and achieve competitive advantage and market leadership.
Macro's strong background in the energy industry provides tangible benefits for our energy technology clients. This energy expertise allows us to:
- Quickly and efficiently develop and maintain your energy management system.
- Analyze your internal and external processes for efficiency and effectiveness.
- Develop custom interfaces to bridge data across other existing business applications within the company.
- Develop custom add-on modules to complement existing functionality in your energy management system.
VaR Manager
Value-At-Risk (VaR) is a number used to help manage risk in a portfolio. The math is established and proven and used commonly on nearly every trade floor. This is just one number.
With VaRManager, the VaR number has backup. Using the proven math library of Financial Engineering Associates (FEA), VaRManager produces VaR across up to 12 user-defined categories such as commodity/trader/region.
VaRManager allows for scenarios and stress tests to test thesis and sensitivity.
Depending on time requirements, corporate risk policies, portfolio size, and portfolio linearity/non-linearity; Analytic, Monte Carlo, and Historical VaR models are all available within VaRManager.
