“We require a platform that can most effectively manage our diverse operations and provide the enterprise-wide visibility our business demands. Allegro is that solution. Allegro’s architecture and depth of functionality will allow us to scale our business as we continue to execute on our growth strategy.”

Genesis Energy

Simulation PDF Print E-mail

Powerful portfolio simulation and evaluation tools

tradingAllegro Simulation 8.0 provides the ability to evaluate how your portfolio will react to various future market conditions. Sophisticated tools provide scenario simulation capabilities that enable users to identify the most profitable opportunity by performing what-if scenarios. The system’s stress-testing functionality applies market sensitivities, including price, interest rates, currencies, volumes, and volatilities to a portfolio to help analyze how potential market changes will impact various types of risk exposure.


Key Feature Key Benefit

Calculates Value at Risk (VaR) through a variety of methods such as variance-covariance, JPMorgan Riskmetrics, historical simulation and Monte Carlo method.

Allows users to evaluate how their portfolios will react to future market conditions and make adjustments in real-time to capture profitable opportunities.

Provides limit monitoring using VaR at various user-defined levels.

Allows corporate risk managers to monitor risk levels in real-time and make adjustments if needed.

Performs simulation and stress-testing, using up to seven parameters that can be defined as having relative, absolute or fixed movement. Parameters include price, volume, currency, and volatility.

Allows users to see the potential risk behavior of their portfolio under different market conditions, such as weather that is warmer than normal. This analysis facilitates making decisions regarding option exercise and other risk management techniques.

Includes a full suite of risk reports, and users can also create, maintain and use their own report formats and templates in the system.

Allows users to easily sort and view simulation information, and drill down within the data to view information, such as Mark-to-Market values under different scenarios. This provides great flexibility to risk managers across the company to view the data in the most effective way for their particular reporting needs.