Skip to main content

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