Streamlined pricing repository for complex pricing and risk reporting
With price volatility at an all time high, companies strive to simultaneously capture pricing information from divergent sources and utilize this time-sensitive information across business areas to value positions, manage exposure to price risk and develop business strategies. Incorporating this information into a single platform that can manage trades and risk is crucial. Failing to have the best available price information to support business activity can result in costly errors and loss in revenue.
Price 8.0
The Allegro Price 8.0 component provides the ability to view and capture market pricing information, configure position valuation data and devise pricing strategies in support of essential deal making, position calculation and risk reporting activities. Allegro’s Price component provides flexible tools to capture, create and access pricing data for any energy commodity including coal, natural gas, electric power, crude, refined products and NGLs and easily manage exposures to price volatility. When integrated with Allegro’s Price Connect component, the system allows for automatic, instantaneous access from any commonly used external price data source directly into the Allegro 8 platform.
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Key Benefit |
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Price Data Repository - Current Prices, Forward Prices, Option Prices, Currencies, Interest Rates
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Automatic access to the best available pricing data accessible to all business users for price risk management
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Valuation Configuration - Forward Curves, Volatility, Correlations, Option Models
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Consolidated platform to streamline data needed for risk reporting including Mark to Market (MtM) reports, Profit and Loss reports, Value at Risk (VaR) calculations and Monte Carlo simulations
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Price Methods - Fixed, Floating, Index, Trigger, Composite, Formula, Basket
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Flexible solution to easily manage the most complex pricing methods |
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Product Quality Adjustments
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Automatic price management specific to a particular commodity product characteristics, such as gravity specifications
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Full Audit Capability
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Built in audit capability to provide accuracy and compliance |
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