Kiodex integrates deal pricing and capture, valuation models, risk measurement, financial reporting, and independent market data that includes representative prices, volatilities and volatility skews across the spectrum of commodity markets.
Kiodex Risk Workbench will help Tellurian to control and measure liquidity, market, operational and credit risk and to understand the sources of gains and losses, through profit and loss attribution reporting, SunGard claims.
The software is also expected to help Tellurian handle the attributes of commodity markets, such as market data and models that deal with the asymmetrical aspects of commodities.
For Tellurian and many of our customers taking on commodity price risk, the monitoring of liquidity risk is central to the risk management process. Kiodex provides a suite of tools to support this process, commented Dr Richard Boesch, senior vice president of financial engineering and product development for SunGard’s Kiodex business unit.
