Henselian for energy
Test a portfolio against prices that swing the wrong way.
Energy moves with the weather and the weather does not wait. Henselian lets traders and risk teams see a whole year, day by day, before they commit to it.
What energy teams ask us first.
- 01
A year of power, day by day
Every delivery day simulated with the wind it brings, and what that does to price and supply.
- 02
Hedges checked against the bad months
The shortfall with and without the hedge, so you know what the cover is really worth.
- 03
Options revalued in full
Every option repriced on every path a month out, not estimated from a shortcut that breaks in a storm.
Models you can start from.
Each one runs on a made-up book shaped like a real one. Yours replaces it when you are ready.
- Trading and originationPower book and hedge, a year day by dayA wind PPA, fixed-price supply and a forward, each delivery day simulated, with and without a base hedge.
- RiskOptions at risk over the month, in fullA cap, a sold floor and a forward, revalued on every path a month out. The 1-in-100 loss, against the shortcut.
How we start
Bring us a problem. We will run it with you.
- 01
We read it
Someone who builds the engine reads what you wrote, then calls you to ask what we need to know.
- 02
We model it
We rebuild your question on a made-up book shaped like yours, so no data has to leave your hands.
- 03
We run it with you
At full size, in front of you, changing it while you watch. Then you decide whether to run it on your own data.
We cannot prevent every storm. We can help you prepare before it arrives.
Bring us the simulation your organisation wishes it could run faster. We will show you what is possible, on a book shaped like yours.