Deep Dive Webinar Recording: Understanding Portfolio Value in Germany
What is my portfolio worth? Evaluating multi-asset positions in the German market recording description
Gain practical insights into valuing and hedging complex renewable and prosumer portfolios in the German power market. This session explores Monte Carlo-based valuation approaches for wind, consumption and co-located battery assets, showing how price and volume risks can be modelled together to create fair value assessments and effective hedge strategies. The recording covers endogenous capture rates, exchange-based hedging, synthetic PPAs, and the commercial implications of co-located BESS. The session concludes with outlooks for advanced portfolio optimisation, risk management and emerging green valuation use cases.
What is my portfolio worth? Evaluating multi-asset positions in the German market recording overview
Introduction to portfolio valuation challenges and risk drivers in German power markets
Overview of Montel’s Monte Carlo simulation framework for multi-asset valuation
How prices and renewable generation volumes are linked to create endogenous capture rates
Wind and PV modelling using hourly simulations, weather data and fleet correlations
Use case: valuing and hedging prosumer portfolios with renewable generation and consumption
Use case: adding co-located battery energy storage systems (BESS) to optimise portfolio value
Hedging approaches using exchange products, wind indices and synthetic PPAs
Managing price risk, volume risk and portfolio cashflow volatility across renewable assets
Outlook for advanced applications including balancing, rolling hedges, cross-border and cross-commodity portfolios
Who should watch?
Portfolio managers, traders and risk teams managing renewable and flexible asset portfolios
Utilities, aggregators and prosumers evaluating hedging and optimisation strategies
Renewable developers and investors assessing wind, solar and co-located BESS value streams
Analysts and quants working with capture rates, Monte Carlo simulations and asset valuation
Commercial and origination teams exploring synthetic PPAs and structured hedge products