Service Type: Valuation
Project: Storage Valuation
Context:
Our client needed support creating a natural gas storage valuation model for their portfolio of storage assets.
Approach & Results:
We used our deep expertise in natural gas storage trading and quantitative analytics to develop the model, implement and test the valuation code within the client’s trading system, and develop the appropriate risk measures to manage and report the risks related to the portfolio on a go-forward basis.
