![]() ![]() The risk engine automatically identifies all new user sign-on attempts as "high" risk events. If a sign-in attempt is evaluated and identified as "high" risk, you might require additional authentication before granting access. You can configure the policy to then take different actions based on the risk level assigned to the sign-in attempt. For example, if you configure Okta sign-on policies to evaluate risk conditions, Okta uses information-such as the device details and location-to determine the risk level of the sign-in attempt. You can use this risk assessment information when you configure sign-on policy rules to take different actions based on the risk level of the sign-in event. Routing information associated with the request.Previous successful and failed sign-in attempts.Behavioral information about the user who made the sign-in request.The IP address used to make the sign-in request.Okta assigns a risk level to each sign in attempt by evaluating information such as the following: Provides flexible reporting options with data structure documentation which allows easy development of BI reporting options (e.g.Risk scoring uses a data-driven risk engine to determine whether each sign-in event is likely to represent malicious activity.Fully automates for outside of hours running of analysis.Easily turn on extra modules that address for example, cashflow based metrics (Gross Margin-at-Risk, Earnings-at-Risk, Revenue-at-Risk, and Profit-at-Risk), credit risk, potential collateral exposure, power plants (thermal, wind, solar, batteries) and LNG valuation and optimization Scales to future requirements as complexity in traded contracts increases and new markets are entered.Integrates with Limit and Breach module, a flexible, integrated limit management framework with built-in workflow.Provides auditability and user management controls including full audit trail, performing past risk runs using same input data and model configuration and user groups configuration to allow add/edit/view access.Achieves consistency between front and middle office by using the same analytics numerical engines as the Lacima Trader tools.change correlations, mean reversion factors, volatility functions) Allows you to perform stress testing on market prices, positions (add/remove trades or ‘what if trades’) and model parameters (e.g.Allows users to perform enterprise wide risk calculations taking into account physical assets and financial contracts.Enables you to understand why your VaR has changed day-to-day by calculating VaR attribution reports for daily reporting processes.Helps you understand key portfolio risks through incremental and component VaR reports detailing how positions contribute to the overall VaR and the effect if they were removed.Provides deeper insights into the makeup of your portfolio VaR number with the ability to drill down and report VaR into multiple groupings: commodity, geography, market, desk, strategy, trader, risk factor and contract.Covers all markets you operate in including power, natural gas, LNG, crude and refined, ags & softs and metals & mining.Quick and cost-effective implementation – no need to replace any existing deal capture systems.Works seamlessly with all C/ETRM and other key operational systems.Employ a solution that is designed to grow as your business expands, including into new commodities and geographies.Enables you to focus on value adding activities like explaining the numbers to senior management and traders.Get full visibility into the sources and drivers of risk.Consolidate and aggregate a ‘global VaR’ from multiple deal capture systems.Benefit from a complete solution across Middle Office in a single application, able to report multiple market and credit risk metrics including: Value-at-Risk (VaR), Monte Carlo VaR, Historical VaR, Earnings-at-Risk, Cash Flow-at-Risk, Gross Margin-at-Risk, Potential Future Exposure, and Potential Collateral Exposure.Key reasons that our clients continually rank Lacima Analytics as the world’s number one energy and commodity risk engine: Whether you seek simple models to value, optimise and report risks for standard contracts, or the most sophisticated models and techniques for complex assets and contract types, Lacima Analytics covers all your needs taking into consideration the unique behaviour of commodity and energy prices, the complexities of financial hedge contracts, and the operational constraints of physical assets. Power, gas, LNG, crude & refined products, ags, metals – we cover it all. Lacima Analytics is the leading industry acclaimed single application for multi – commodity, multi-geography and multi-currency valuation, optimisation and risk management across a whole portfolio of physical assets & complex financial contracts. Act with confidence with Lacima Analytics.
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