XDM Risk® is Energeya's model-centric risk solution. The module fully integrates with XDM Contract Management® and XDM Quote® to provide a flexible set of tools for evaluation of risk exposure on the existing and forecasted ract portfolio.

XDM Risk® is structured in Risk Scenarios and Risk Models, so that different portfolio  scenarios can be applied to different math and statistical risk models. A Risk Scenario is a business data container in which different objects may be grouped statically and dynamically, such as trades, books, curves, price indexes, etc. Moreover, trades included in scenarios may be either active or pending an approval process, thus allowing evaluation of alternative what-if scenarios with different portfolio combinations.

Risk Models contain both the mathematical or statistical risk algorithm (VaR, CVar, PaR, etc.), and the definition of the required algorithm variable. The models available in XDM Risk®'s library make heavy use of statistical models, such as Montecarlo method (for example for evaluation of option trade price paths), which are linked to variance reduction methods such as antithetic variance reduction, stratified sampling and EWMA analyis for time series volatility estimations.

Through appropriate composition of these models, companies can decide the best strategies for evaluating their risk positions and tackling their exposure levels.