Speedwell Calculation Services (SCS) is a post-trade service providing independent valuations of Index-Based Weather Risk Contracts

Provided by Speedwell Calculation Services Limited, this service provides the necessary information to value an index-based weather contract on a day-by-day basis. SCS integrates the latest weather observations and numerical weather forecasts to automatically generate end-of-day valuations, VaR and other risk metrics.

Valuation: Mark-to-Market (MTM) and Mark-to-Model valuations for complex weather transactions. Our calculations are based on advanced modelling using the Speedwell Weather System (SWS), the only independent third-party weather derivative valuation system as provided since 2002.

Risk Reporting: Multiple risk measures are available through SCS. Standard risk measures as such as VaR, option greeks and maximum loss are calculated each day.

SCS is delivered via the weatherXchange^® Platform. With only a few clicks, a user can create a detailed valuation and risk report for middle and back-offices. The calculations can be viewed numerically and graphically on the platform, or exported to a data file and integrated into your current enterprise software.

For more information on SCS please contact us.

Speedwell Calculation Services Ltd and weatherXchange Ltd are wholly owned subsidiaries of the Speedwell Weather group which has been providing services to the weather risk management industry since 1999.

The weatherXchange^® Platform helps new and existing hedgers access weather risk protection by providing free pre-trade structuring tools, free automated price comparison and chargeable post trade services including Settlement Services and Speedwell Calculation Services. weatherXchange Ltd is authorised and regulated by the Financial Conduct Authority.

Please contact us for more information.