Commodity Data

For firms that trade in energy and other commodities, the requirements for data management are continuously changing and expanding. Managing the risk associated with market volatility and the proliferation of product requires not only increasing quantities of data, but also consistent pricing procedures and rigorous valuation of risk exposures.

Product proliferation, caused by deregulation, adds to the burden of maintaining up-to-date information and pricing. While consolidation in the industry has led to fewer counterparties, risk exposures are subsequently larger, which in turn mandates more strict control of credit risk.

Energy trading firms use Asset Control solutions to create comprehensive data infrastructures for global market risk, trading and reporting. Our solutions enable standardized mark-to-market and value-at-risk processes, as well as the generation of end-of-day forward curves to assess portfolio valuations and market risks. To create standardized prices and curves in commodity data environments, Asset Control combines off-the-shelf feed handlers with a data standardization process, with the ability to generate commodity forward curves—such as straight par futures par curves, spread curves and swap spread curves, for efficient commodity data management.