Large Fund
Our client was investing in a vertically integrated utility & engaged us to analyse offsetting retail & generation portfolio exposures in Ireland & GB.
View our challenge, solution and results
Client Challenge
Our client wanted us to analyse the natural hedge & residual exposures across retail, wind, solar, CCGTs & peakers to quantify risk exposure.
Our Solution
We deconstructed the retail, generation & PPA portfolios into component exposures. We then applied a simulation based modelling approach to quantify exposure to market price & volume risk.
Result
Our analysis supported senior client stakeholder decision making on how to quantify & manage the risk exposure of the utility.
