Enhance risk governance and management with advanced tools designed to accurately measure market risk for commodity trading firms
There are a number of market related risks involved with trading commodities. To manage these risks and minimise their effect firms need to adopt a more active approach to managing risk. As a result, firms require the right tools to accurately monitor and manage a firms commodities exposures. Quantifi supports a full complement of market risk measures along with complex scenarios and stress tests. Key features include sensitivities to all market factors, comprehensive "what-if" analysis, regulatory stress tests, such as HVaR, and tail measures like expected shortfall.
A single view of risk across all financial and physical assets
Configurable workflow that supports all the roles in the decision process
Support for stress testing i.e. CCAR, HVAR and expected shortfall