Software
SHAPE 2

SHAPE 2 is a powerful software core for sustainable schedule risk management under wholesale price aspects.

In addition to the standard hedge methods, value-neutral and volume-neutral, risk-minimizing hedges are also calculated. The hedge quantities resulting from all processes are shown in the desired discrete delivery quantities. In addition to continuous optimization cores, we also use mixed-integer solvers. We take into account all tradable products, whereby the user can put together the desired hedge products individually. Even complicated hedge product combinations with weekly futures and seasons are no problem.

One of the focal points of our schedule evaluations is risk analysis based on Monte Carlo. Freely definable risk disclosure intervals for VaR (value-at-risk) and PaR (profit-at-risk) provide information on risks in hedge composition and spot position.

The computing core of SHAPE 2 offers many individual integration possibilities into your IT infrastructure:

  • The software is available as an add-on for the SOPTIM Energy Suite module "Monte Carlo Simulation".
  • Plan your ideal solution with us to design the resulting product in a visionary and enterprise-oriented manner. Predefined, flexible interfaces and a powerful job manager form the basis for integrating reliable schedule risk management into your data flow.
schedule Interface: To the Portfolio Management System or as file interface or database Inputs from Portfolio Management System or from database or from file (H)PFC hedge products parameters Calculation component: simulation generation key figure calculation Interface: To the Portfolio Management System or as file interface or database Output To the Portfolio Management System or as file interface or database SHAPE 2.0 • PaR before / after Hedge • PaC before / after Hedge • CPaR before / after Hedge • CPaC before / after Hedge • VaR before / after Hedge • VaC before / after Hedge • CVaR before / after Hedge • CVaC before / after Hedge hedge products