Brady Technologies
Brady Technologies enables energy market participants to profit in new ways from the green energy transition, supporting Environmental, Social & Governance (ESG) requirements. We provide software solutions to support above market returns, resilient risk management and scheduling in volatile markets.
Our customers include globally renowned organisations from utilities, independent power producers, renewable asset developers, energy trading firms, oil & gas companies, state power grid operators and commodity trading firms. Whether engaged financial or physical trading, on major exchanges or over-the-counter, we help market participants to realise revenue growth across the trading life cycle.
We offer SaaS, cloud hosted and on premise software solutions for:
- Global energy and commodities credit risk management
- European energy trading and risk management 'ETRM'
- European short-term power trading (day ahead and intra-day markets)
Articles about Conning
AIRG versus GOES: comparing bond classes
The key differences between AIRG and GOES across the native bond classes
Life and pensions ALM system of the year: Conning
Conning proved to be a standout vendor in the life insurance and pensions space and secured the Life and pensions ALM system of the year award at the Risk Technology Awards 2024
Markets Technology Awards 2024 winners' review
Vendors spy opportunity in demystifying and democratising – opening up markets and methods to new users
Markets Technology Awards 2023 winners' review
Vendors are offering greater modelling flexibility. What if that’s not enough?
Market scenario generator of the year: Conning
Conning’s GEMS economic scenario generator allows financial services firms to test business models and investment strategies against a wide variety of economic conditions for portfolio and risk management
Climate risk – Special report 2021
This Risk.net special report contains a collection of articles that consider the impact rising carbon prices will have throughout the economy, discuss the challenges of modelling climate risk exposures and of integrating climate risk into risk management…
Sending the right signals: quantifying and repricing risk
Risk.net convened a panel of three experts from different fields to discuss some of the most pressing and pertinent climate-risk related issues, each offering different insight to the discussion from their respective backgrounds, providing an exchange of…
Applying scenario analysis to climate risk
Matthew Lightwood, director, risk solutions at Conning, discusses the application of stochastic modelling with scenario analysis to quantify climate risk in a portfolio
Spotlight on climate risk – Discovering effective processes and models to account for the growing risk of climate change
At Risk USA in Novmeber 2020, a panel of risk managers discussed how financial firms are addressing risks related to climate change
What buy-side risk professionals can learn from the Covid‑19 crisis
The lessons learned from the pandemic so far, and how risk professionals are continuing to manage risks as the Covid-19 situation remains untamed.
Asia moves: Natixis equity derivatives head departs, new banking head for JP Morgan, and more
Latest job changes across industry
ESG trends: Casting the net wide and deep
Sponsored Q&A: Buy-Side Awards 2016 | Conning