The ability to measure hedge effectiveness, price physical deal offerings, and build a supply portfolio are natural extensions of PCI product offerings. Detailed simulation of physical constraints is the key to consistent and credible results. Producing probability distributions and confidence intervals around financial metrics and operations metrics enhances the decision-making power of operational, financial, and risk stakeholders.

To accurately assess risk, research and analytic groups need the same considerations of generation constraints as the operations, portfolio, and financial management groups. The flexibility and extensibility of PCI GENTRADER® make this possible.

PCI delivers solutions in this area that allow:

	Hedge Effectiveness Calculation
		Depending on the objective, hedges can be considered on their effectiveness at either the 5 percent tail and/or 95 percent tail.
	Portfolio Structuring and Supply Procurement
		Structuring portfolios is a process of evaluating several scenarios with multiple combinations of various deals. Components of a portfolio may be long-term or short-term and range from the baseload to peaking in capabilities.
		Supply to be procured under certain objectives like rate stability, least cost, or combination of several risk measures can be analyzed.
	Deal Pricing
		Deal offers can be priced on their physical or contractual limitations