IPP Generator
We were engaged to support our client restructure its GB CCGT portfolio hedging strategy & quantify associated risk impact.
View our challenge, solution and results
Client Challenge
Changing CCGT operational patterns & the impact of higher collateral costs had triggered our client to review its portfolio hedging strategy.
Our Solution
We used our stochastic CCGT model to analyse portfolio risk exposure. We then worked with the client to test & refine the impact of different forward hedging strategies.
Result
Our analysis informed a board decision on evolving the CCGT portfolio hedging strategy to more effectively capture value & manage risk.
