Asset Analysis
Real-world models based on trader logic are essential for successful trading. Ours set the standard.
The Challenge: Most models can’t handle real assets with non-standard components and complex optionality.
Our Solution: We build models designed for non-standard terms, embedded options, and how traders manage them
The Result: Accurate valuations, proper risk assessment, and deal insights that improve trading and investment decisions.
Core Capabilities
We cover both structured deals and physical assets:
Structured deals – Custom deals with complex terms, pricing and optionality
Physical assets – Assets like storage, transport, shipping, and refining
Valuation
Realistic, real-world valuations based on how traders monetise assets.
Frameworks: Historic, simulated, and benchmarked.
Breakdowns: Intrinsic and extrinsic. By time, region, deal component
Validation: Back-tested, benchmarked, and fully traceable.
Optionality and Flex
Quantifies the value of flexibility and the likelihood of exercise or key market events.
Decomposition: Individual and combined flex value.
Probability: Likelihood of options and events.
Thresholds: Breakevens and trigger levels.
Risk Profile
Assess value uncertainty, tail risk, and how a deal fits risk–reward requirements.
Distribution: Outcome range, tail risk, and upside/downside skew.
P-levels: Value through time at different probability levels.
Risk metrics: VaR, EaR, and expected shortfall.
Scenario Analysis
Assess the impact of structural or market changes on value and risk.
Market: Price levels, volatility, and market shocks.
Deal structure: Contract terms, optionality, and pricing.
Hedging: Hedge ratios, forward programs, and unhedged vs hedged cases.
Get Started
Ready to get the numbers right?
Request a free consultation to discuss your deal, portfolio, and price modelling requirements.
How it works:
- Tell us your needs – submit your requirements
- We’ll be in touch – response within 48 hours
Functionality List
1. Deal Value
Understand the full value of a deal under different methods and assumptions.
- Total, intrinsic, and extrinsic value
- Simulated and realised outcomes
- Valuations under historic and future market conditions
- Option pricing models (e.g. Black, Corrado–Su)
- Breakdowns by time, component, or unit (e.g. $/MMBTU, %Brent)
- Hedged vs unhedged views
2. Flex & Optionality Analysis
Identify and quantify the value of flexibility and embedded options.
- Value by flex term and option type
- Combined or cross-option effects
- Trigger points and break-evens
- Exercise and event probabilities
- Year-by-year value breakdowns
3. Operational Insights
Support scheduling, delivery, and counterparty decisions.
Expected volumes and delivery profiles
Physical flow views
Counterparty-level exposure
4. Risk & Sensitivity
Quantify uncertainty and understand exposures.
P-levels (P95, P50, P5), VaR, EaR
Distribution shape and tail risk
MTM vs realised outcomes
Cashflow impact and timing
Sensitivities by price, index, or volume
Greeks and value driver analysis
Risk ladders and component-based risk views
5. Scenario Analysis
See how value and risk change under different market and contract setups.
Base, low, and high price/volatility cases
Shock scenarios (e.g. war, outages, disruptions)
Regime shifts (e.g. low-vol vs high-vol markets)
Contract changes: price formulas, clauses, optionality
Index switches (e.g. %Brent → JKM)
Hedging scenarios: financial, physical, contractual
Partial hedge levels (0%, 25%, 50%) and strategy comparison