ETRM/CTRM Solutions for Risk Managers + Middle Office
Stop waiting hours for your reports! Automate deal capture and reports and consolidate portfolio data with built-in integrations and APIs, using Molecule's modern commodity and energy trading risk management platform.
The ETRM/CTRM That Values Your Time
You’re responsible for commodity/energy risk management at your organization — but waiting for your end-of-day reports shouldn’t keep you at work late, every single day. With a modern ETRM/CTRM, you’ll have your results in no time flat. Molecule provides the risk automation and reporting you need — so you get more of your life back.
Easy-as-Pie Deal Capture
Trades from the CME, ICE, and Nodal flow automatically into Molecule seconds after they clear.
Use natural-language processing to enter bilateral deals (financial or physical). Just type them in, the way you think about them. Options, swaps, forwards, futures — including bitcoin — all of them work the same way.
Lightning-Fast Calculations
Everything in Molecule is calculated as soon as it has sufficient data. Positions are calculated instantly. When market data comes in, trades are marked and option Greeks calculated. Even VaR recalculates with every new trade.
Molecule uses industry-standard Black-76 and mark-to-market calculations, as well as QuantLib. We also open-source key components, allowing you to inspect them yourself to ensure accuracy.
A VaR That Just Works
You can get a VaR from many places — but what about one that is right the first time?
Molecule provides that and more, out-of-the-box: a blistering-fast Monte Carlo simulation engine that re-calculates your VaR (portfolio and component) in no time, every time your position changes, built-in backtesting to help you gain confidence in the numbers, and independently-calculated delta-gamma VaR and diagnostic information so you can be sure they make sense.The Data You Need, Your Way
Molecule has 30+ out-of-the-box market data and trade/delivery integrations, including ICE, CME/NYMEX, Nodal Exchange, Trayport, DCE, and ZCE (just to name a few).
Plus, we give you the freedom to upload data from spreadsheets or using our flexible API.
Modern Reports From a Modern System
Molecule is built at its core to interface with modern tools and provide you with the reporting you need to make better risk decisions.
In addition to providing both standard and custom reports within Molecule, you also have the power to report on your Molecule data in your platform of choice. Need your reports in Power BI? You got it.
Molecule Deal Capture and Management Features
Trade Types
- Exchange Futures
- Spot Deals
- Physical Forwards
- Physical Options
- Swaptions
- Exotics (via Assets)
- Spot FX Conversions
- PPAs
- Bilateral Trades
- Financial Options
- Financial Swaps
- Formula-Priced Deals
Valuations + Position
- Automated P&L Calculations
- Multiple Option Models (including Black-76, Turnbull-Wakeman)
- Option Greeks Calculations
- Volatility Implication
- Strike Interpolation
- Volatility Surface Generation
- UOM Conversions
- FX Conversions
- Balmo Calculations (aka Decay), Priced/Unpriced Calculations, Stepwise
- VaR (Monte Carlo, Delta-Gamma)
- Component VaR (Book, Counterparty)
- VaR Backtest
- Inventory Valuation
- Custom Models by Request
- Integration With cQuant.io
- YTD/QTD/MTD Calculations
- Hourly Date-of-Flow Granularity
Advanced Risk Management Features
- Custom Fields (on most objects)
- SQL and Python-based Custom Reporting
- P&Sing (with select FCMs)
- Trade Matching
- Asset Management (for Forecasts, Custom Models, Actualization)
- Legal Agreement Management (ISDA, NAESB, etc)
- Actualization
- Counterparty Risk-Adjusted P&L
- Physical Inventory Management (with deliveries, aka tickets)
- Renewable Credit/Offset Management
- Automated Exposure Calculations (for bilateral and exchange trades)
- Automated Risk Limit Testing
- Preset Sensitivity Calculations
- Private Data Lake for Advanced Reporting