Commodities: Credit & Counterparty Risk

Credit & Counterparty Risk

A high performance, scalable solution for managing counterparty risk that can be easily implemented and is intuitive to use

Global commodity trading firms must manage an array of counterparty risks. Historically, firms have relied on multiple tools for counterparty credit risk management, including excel spreadsheets, for exposure calculations and reporting and email to communicate credit decisions. Quantifi's Commodity Counterparty Risk Management (CCRM) solution is designed to help firms manage and mitigate credit risk by providing exposure vs limits reporting, what-if analysis and stress testing. Firm wide, all participants involved in the credit decision making and risk management process can use Quantifi to make optimum credit decisions while managing the associated risk. 


Quantifi's Commodity Counterparty Risk Management (CCRM) Solution Diagram



Key Features

A high performance, scalable solution for managing credit risk that can be easily implemented, is intuitive to use and flexible to adapt to the pace of change in the commodities markets


Reduce risk and complexity

Reduce Risk & Complexity

Monitor credit risk concentrations by counterparties, commodities, business lines, countries etc. in real-time
  Conduct pre-deal checks

Conduct Pre-Deal Checks

Real-time credit line checks on new trades added to existing portfolios. Exposure calculated on an incremental basis

Make optimum credit decisions

Make Optimum Credit Decisions

A consolidated view of counterparty exposures vs limits helps you to make optimum credit decisions whilst managing the associated risk

Comprehensive 'what-if' analysis

Comprehensive 'What-if' Analysis

Comprehensive 'what-if analysis' to all market observables to assess impact on exposures vs limits in stressed market conditions

Calculate economic capital

Calculate Economic Capital

Simulate counterparty exposures conditional on default, taking into account wrong-way risk, netting and collateral agreements

Simplified data management

Simplified Data Management

An ETL framework for managing data feeds and a NoSQL database environment for high-performance and agile processing of information

Limits based risk management

Limits-Based Risk Management

Support for limits monitoring and management across all risk measures. Counterparty risk measures includes PFE


Integrate seamlessly

Integrate Seamlessly

An open architecture and robust interfaces allow for seamless integration with existing systems with minimal workflow interruption


Bunge Logo

"We’ve been pleased with Quantifi’s ability to exceed our
expectations in developing a world-class credit and counterparty
risk management tool customized to our specific needs”

Rick Bernstein, Senior Director, Global Credit Risk & Insurance, Bunge Limited


Press Release  Case Study


Featured Video


Featured Video on Commodities Counterparty Risk Management (CCRM)

Powerful. Intuitive. Flexible

Firms that adopt a modern credit risk management system that provides a consolidated and accurate view of their business can manage their tolerance and capacity for risk, increase market penetration and improve competitiveness. Quantifi provides an enterprise wide solution that is intuitive to use and can be easily configured to meet client-specific needs.

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Bunge Logo

COFCO International, a world-class integrated global agribusiness, selected Quantifi to help monitor, manage and report their credit & counterparty risk. COFCO recognised that Quantifi could help with their plans to grow into a new global force in agricultural trading.


Press Release Case Study