Value at Risk (VaR)

Mitigate risks with informed decisions

Consolidate information from disparate sources, including C/ETRM, spreadsheets, and market data providers to create an accurate view of risk. Get insight into market risk and make more informed decisions. Take necessary mitigation measures.
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VaR, what-if scenarios, value at risk
Compute VaR with portfolio/scenario combination by the Eka VaR App

Compute VaR

Compute VaR on portfolio/scenario combination using any of the three methods- Monte Carlo, Analytical and Historical methods.

Calculate component VaR

Perform component VaR calculations based on parameters such as strategy and profit center.
Calculate component VaR with prarameters strategy and profit center in the Eka VaR App

Simulate market scenarios

Simulate multiple ‘what-if’ scenarios to predict the potential impact of price shocks and ‘what-if’ trades on VaR.

Deep dive

Identify correlations and volatility between different market curves, interest rates and exchange rates to gain deeper insights into market risk.


Risk Limits
Risk Limits
Emissions Hedging
Emissions Hedging
credit risk
Credit Risk
risk & monitoring
Risk & Monitoring